Econometrics (1 º Sem 2019/2020)


Linhas Programáticas

Part I Regression Analysis with Cross Section
- The linear regression model for cross-section data
- Statistical inference
- Heteroscedasticity
- Qualitative information: dummy variables
- Topics on functional form

Part II Regression Analysis with Time Series
3. Basic regression analysis
4. Further issues with OLS
5. Serial correlation and heteroskedasticity