Applied Econometrics and Forecasting
Objectives
Not Available
General characterization
Code
400001
Credits
6.0
Responsible teacher
Hours
Weekly - Available soon
Total - Available soon
Teaching language
Portuguese. If there are Erasmus students, classes will be taught in English
Prerequisites
No pre-requisite.
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.
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)
Programs
Programs where the course is taught: