Econometrics (1 º Sem 2020/2021)

ECN , MNG

Linhas Programáticas

1- Introduction: The Nature of Econometrics and Economic Data
2- The Multiple Linear Regression Model (MLRM) and Ordinary Least Squares (OLS)
3- Inference in the Multiple Linear Regression Model
4- Asymptotic results for OLS
5- Topics on Functional Form
6- Multiple Regression Analysis with Qualitative Information: Dummy variables
7- Heteroskedasticity
8- Basic Regression Analysis with Time Series Data
9- Further Topics in Using OLS with Time Series Data
10- Serial Correlation and Heteroskedasticity