ISEG > Estrutura > Unidades Académicas > Matemática > Unidades Curriculares > Econometrics

Econometrics (EC-E)

Área

AC Matemática > UC Obrigatórias

Activa nos planos curriculares

Management > Management > 1º Ciclo > Unidades Curriculares Optativas > Econometrics

Economics > Economics > 1º Ciclo > Unidades Curriculares Obrigatórias > Econometrics

Nível

1º Ciclo (L)

Tipo

Estruturante

Regime

Semestral

Carga Horária

Aula Teórica (T): 3.0 h/semana

Aula Prática (PL): 2.0 h/semana

Trabalho Autónomo: 95.0 h/semestre

Créditos ECTS: 6.0

Objectivos

On successful completion of this module the students should be able to:
LG1: Demonstrate competent knowledge of a variety of statistical techniques (described in the syllabus plan) that can be used to estimate models, assess their correct specification and make inferences under different assumptions in the context of problems arising in the field of econometrics.
LG2: Solve satisfactorily a variety of problems in econometrics with cross-sectional data
LG3: Solve satisfactorily a variety of problems in econometrics with time-series data
LG4: Interpret correctly the estimated results and the statistical tests performed with cross-sectional data.
LG5: Interpret correctly the estimated results and the statistical tests performed with time series data.
LG6: Explain satisfactorily the underlying models and techniques in economic research
LG7: Demonstrate good mathematical skills
LG8: Compare adequately econometric models with economic models
LG9 : Correctly perform mathematical calculat

Programa

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

Metodologia de avaliação

The regular assessment is based on an exam, which accounts for 100% of the grade.