# Econometrics I

## Objectives

The main goals of this course are:

• To provide students an understanding of econometric models and to enable them to deal with empirical work;
• To prepare students to develop and examine econometric models, namely in what concerns specification, identification and estimation;
• To develop student's ability to interpret empirical results and derivate causal relationships.

## General characterization

100049

6.0

##### Responsible teacher

Bruno Miguel Pinto Damásio

##### Hours

Weekly - Available soon

Total - Available soon

##### Teaching language

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

### Prerequisites

A. Prerequisite (recommended): Statistics, Linear Algebra, Mathematics

### Bibliography

• Hill, R. C., Griffiths, W. E. e Lim, G. C. (2012). Principles of Econometrics. 4th edition, John Wiley and Sons;
• Wooldridge, J.M. (2013): Introductory Econometrics: A Modern Approach, 5th Edition, South Western Cengage Learning;
• Oliveira, M. et al. (2011). Econometria. Escolar Editora; Greene, W. H. (2012). Econometric Analysis. 7th Edition. Prentice Hall;
• Gujarati, D., Porter, D. (2009). Basic Econometrics. 5th Edition. McGraw-Hill/Irwin.

### Teaching method

Lectures (Expository and Questioning Methods)

Practical Classes (Demonstration and Active Methods)

### Evaluation method

Regular Assessment Period:

• (30%) Midterm Exam
• (35%) Second Exam
• (35%) Term Project

Repeat/Resit Assessment Period:

• (100%) Final exam

or

• (65%) Final Exam + (35%) Term Project

## Subject matter

1. Introducing Econometrics
2. The Simple Linear Regression Model
3. The Multiple Regression Model
4. Statistical Inference
5. Ordinary Least Squares Asymptotic Properties
6. Multiple Regression Analysis with Qualitative Information: Binary (or Dummy) Variables
7. Heteroskedasticity
8. Specification Analysis

## Programs

Programs where the course is taught: