Universidade Nova de Lisboa

Universidade Nova de Lisboa

NOVA Information Management School

Econometrics Methods

Code

200090

Academic unit

NOVA Information Management School

Credits

7.5

Teacher in charge

Manuel José Vilares

Teaching language

Portuguese. If there are Erasmus students, classes will be taught in English

Objectives

Study of the linear regssion model in k variables.

Prerequisites

            Some knowledge of Linear Algebra and Mathematical Analysis

            Good knowledge of descriptive statistics

            Perfect knowledge of inductive statistics

 

Subject matter

·       The linear regression model

·       The OLSQ estimator

·       Statistical properties of the OLSQ estimator

·       Statistical Inference in linear regression

·       Structural tests

·       Forecast

·       Some data problems and possible remedies

·       The use of dummy variables

·       Logistic regression and discriminant analysis

 

Bibliography

 

o     Johnston, J. Dinardo, J (1997). Econometrics Methods. 4th Edition. Economics Series, McGraw Hill.

 

o    Gujarati, D . Porter D (2008), Basic Econometrics, McGrae Hill

 

o     Wooldridge, J. M. (2009). Introductory Econometrics. A Modern approach. 4th Edition, South Western.

 

o    Greene, W. H. (2012). Econometric Analysis. 7th Edition. Prentice Hall.

 

 

 

Teaching method

Theoretical and practical lectures

Evaluation method

Internediate test  and final exam  (30, 70)

Courses