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.