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ISEG  >  Estrutura  >  Unidades Académicas  >  Matemática  >  Unidades Curriculares  >  Data Analysis in Accounting

Data Analysis in Accounting (DAA-A)

Área

AC Matemática > UC Mestrados

Activa nos planos curriculares

Accounting > Accounting > 2º Ciclo > Unidades Curriculares Obrigatórias > Data Analysis in Accounting

Nível

2º Ciclo (M)

Tipo

Estruturante

Regime

Semestral

Carga Horária

Aula Teórica (T): 0.0 h/semana

Aula TeoricoPrática (TP): 3.0 h/semana

Trabalho Autónomo: 121.0 h/semestre

Créditos ECTS: 6.0

Objectivos

- To develop the skills and knowledge to apply a variety of data analysis techniques, ranging from simple descriptive and factorial analysis, to the construction of regression models for both sectional and panel data and for continuous or limited dependent variables;
- To understand the theoretical background of the different techniques and be able to evaluate and interpret in a rigoruous way their results;
- To plan and conduct empirical studies;
- Computing skills and knowledge of the econometric software Stata.

Programa

1. Exploratory data analysis
2. Summarizing information by factor analysis
3. Multiple regression (including dummies, interactions, specification analysis, and heteroskedasticity robust estimation and inference)
4. Models for panel data
5. Models for binary data
6. Models for censored data

Metodologia de avaliação

Evaluation includes an individual (open book) written test (50%) and an empirical project in groups of two or three students, where the students chose a dataset and apply several econometric models (50%).

Bibliografia

Principal

Microeconometrics using Stata,

Cameron, A.C. e Trivedi, P.K.

2010

Stata Press.

Statistics for Business and Economics.

Newbold, P., Carlson, W. & Thorne, N.

2013

8th ed. Prentice Hall.

Introduction to Econometrics,

Stock, J. H. e Watson, M. W.

2015

3rd ed., Pearson.

Introductory Econometrics: a Modern Approach,

Wooldridge, J. M.

2016

6th. ed., Cengage Learning.

Secundária

Não existem referências bibliográficas secundárias.