Econometrics (2 º Sem 2019/2020)

ECN , MNG

Objetivos

Upon successful completion of this course students will be able to:
- To understand the basic assumptions and concepts of the Multiple Linear Regression Model for cross-section data;
- To understand the mechanics of OLS estimator;
- To specify and test hypotheses on the context of the Linear Regression Model;
- To test the validity of the fundamental assumptions of OLS and deal with their violations.
- To understand the basic assumptions and concepts of the Multiple Linear Regression Model for Time Series;
- To specify and estimate models for time series that capture specific features of the data like trends and seasonality.
- To use econometric software (EVIEWS).
- To conduct correctly an empirical basic studies with real economic data.
- To critically assess existent studies.