Econometrics
Code
2175
Academic unit
null
Department
null
Credits
7
Teacher in charge
Paulo Manuel Marques Rodrigues
Teaching language
English
Objectives
The proposed lecture program consists of five topics:
-Review of Linear Regression Models
-Endogeneity, Instrumental Variables and GMM
-Maximum Likelihood Estimation and Specification Tests
-Discrete Choice Models
-Econometric Analysis of Time Series Data
Prerequisites
Subject matter
Bibliography
Teaching method
While lectures cover the core material, it is important that students supplement classroom time with pre‐class preparation, through independent study. Background reading is expected. Directed (computer) exercises and assignments will help students consolidate the different topics discussed in classes.
Evaluation method
Students will be assessed on one group research project (25%), several assignments (15%), an intermediate test (30%) and a final exam (30%) ‐ minimum average grade requirement (intermediate test + final exam) of 7).