Econometrics (1 º Sem 2018/2019)
Corpo Docente
ISABEL PROENÇA (Responsável)
LUIS FILIPE ÁVILA DA SILVEIRA DOS SANTOS
Últimos Anúncios
Exams can be checked Monday, the 11th of February at 16h30 in office 306 Quelhas 2.
A pauta pode ser consultada aqui
- 22-01-2019 19:15 - Publicação de Notas
- 07-01-2019 16:32 - NEW
- 21-12-2018 13:20 - NEW
- 05-12-2018 19:28 - NEW
- 09-12-2018 19:13 - NEW
Breve introdução
This course is aimed at students that have an understanding of the basic principles of probability and statistical inference. It intends to study a manifold of techniques to model cross-sectional and time series data. It focuses on the adequacy of the estimation methods to the nature of the data, model evaluation and interpretation of quantitative results obtained from empirical examples. The contents cover estimation and inference in linear regression models; topics on functional form specification (quadratic and interaction terms, qualitative explanatory variables), heteroskedasticity, time series regressions and autocorrelation.