Econometrics
Code
1306
Academic unit
null
Department
null
Credits
7,5
Teacher in charge
João Valle e Azevedo
Teaching language
Portuguese
Objectives
To acquire the theoretical knowledge and practical capabilities necessary for the use of the linear regression model with sectional and temporal data.
Prerequisites
Compulsory pre-requisite:
- 1303. Álgebra Linear
- 1305. Estatística para Economia e Gestão
Subject matter
-Multiple Linear Regression (Estimation and inference);
-Heteroskedasticity;
-Serial Correlation and Time Series Models;
Bibliography
Teaching method
Evaluation method
Final grade will be based on a group assignment (weighted 25%), midterm (weighted 25%) and on the final exam (weighted 50%). In order to pass, students must obtain a grade higher or equal to 8.0 in the final exam.