Econometrics
Code
1306
Academic unit
null
Department
null
Credits
7,5
Teacher in charge
João Valle e Azevedo
Teaching language
English
Objectives
To acquire the theoretical knowledge and practical capabilities necessary for the use of the linear regression model with sectional and temporal data.
Prerequisites
Mandatory Precedence:
- 1303. Linear Algebra
- 1305. Statistics for Economics and Management
Subject matter
Multiple Linear Regression (Estimation and inference), Heteroskedasticity, Serial Correlation and Time Series Models.
Bibliography
Wooldridge, Jeffrey M. Introductory Econometrics: A Modern Approach, 5th Edition
Teaching method
Theoretical Classes (approx. 72 hours), Practical Classes, including Computer Lab (approx. 36 hours)
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.