Econometrics I
Code
100049
Academic unit
NOVA Information Management School
Credits
6.0
Teacher in charge
Maria Fernanda dos Santos Jordão
Teaching language
Portuguese. If there are Erasmus students, classes will be taught in English
Objectives
The main goals of this course are:
-To provide students an understanding of econometric models and to enable them to deal with empirical work;
-To prepare students to develop and examine econometric models, namely in what concerns specification, identification and estimation;
-To develop student's ability to interpret empirical results and derivate causal relationships.
Prerequisites
A.Prerequisite (recommended)
Statistics, Linear Algebra
Subject matter
1.Introducing Econometrics
2.The Simple Linear Regression Model
3.The Multiple Regression Model
4.Statistical Inference
5.Ordinary Least Squares Asymptotic Properties
6.Multiple Regression Analysis with Qualitative Information: Binary (or Dummy) Variables
7.Heteroskedasticity
8.Specification Analysis
Bibliography
- Hill, R. C., Griffiths, W. E. e Lim, G. C. (2012). Principles of Econometrics. 4th edition, John Wiley and Sons;
- Wooldridge, J.M. (2013): Introductory Econometrics: A Modern Approach, 5th Edition, South Western Cengage Learning;
- Oliveira, M. et al. (2011). Econometria. Escolar Editora; Greene, W. H. (2012). Econometric Analysis. 7th Edition. Prentice Hall;
- Gujarati, D., Porter, D. (2009). Basic Econometrics. 5th Edition. McGraw-Hill/Irwin.
Teaching method
Lectures (Expository and Questioning Methods)
Practical Classes (Demonstration and Active Methods)
Evaluation method
Regular Assessment Period:
- (50%) Midterm Exam
- (50%) Second Exam
Repeat/Resit Assessment Period:
- (100%) Final exam
Remarks:
1. In the first period, a minimum grade of 9 points in each exam is required for approval.
2. The examination is conducted as a closed book test. The use of a NON-GRAPHING calculator is allowed.