Applied Econometrics and Forecasting
Code
400001
Academic unit
NOVA Information Management School
Credits
6.0
Teacher in charge
Teaching language
Portuguese. If there are Erasmus students, classes will be taught in English
Objectives
Not Available
Prerequisites
No pre-requisite.
Subject matter
1.Introduction - Least squares and basic concepts (4 classes)
2.Panel data methods (4 classes)
a.Fixed effects models
b.Random effects model
3. Topics in time series (3 classes)
4.Causal models for treatment evaluation (2 classes)
5.Conducting empirical projects (one class)
Bibliography
A Guide to Econometrics, Peter Kennedy, MIT Press, 5th edition; Introductory Econometrics, Jeffrey M. Wooldridge, Thomson South Western 5th edition; 0; 0; 0
Teaching method
Lectures and applied sessions.
Evaluation method
Final exam.