Econometrics
Objectives
To acquire the theoretical knowledge and practical capabilities necessary for the use of the linear regression model with sectional and time series data.
General characterization
Code
1306
Credits
7,5
Responsible teacher
João Valle e Azevedo
Hours
Weekly - Available soon
Total - Available soon
Teaching language
English
Prerequisites
Mandatory Precedence:
- 1303. Linear Algebra
- 1305. Statistics for Economics and Management
Bibliography
Wooldridge, Jeffrey M. Introductory Econometrics: A Modern Approach, 5th Edition.
Resources
Moddle page containing class slides, econometric software tutorials and past exams. Availability of econometric software in the Computer Lab.
Teaching method
Theoretical Classes (approx. 72 hours), Practical Classes, including Computer Lab (approx. 36 hours)
Evaluation method
Final grade will be based on a group assignment (weighted 25%), midterm (weighted 25%) and on the final exam (weighted 50%). In order to pass, students must obtain a grade higher or equal to 8.0 in the final exam.
Regular Exam Period
Continuous assessment elements (and their weights):
Group assignment (weighted 25%), midterm (weighted 25%) and on the final exam (weighted 50%). In order to pass, students must obtain a grade higher or equal to 8.0 in the final exam.
Final exam (and their weighting): 50%
Resit Exam Period
Continuous assessment (and their weights) if different than 100%: NA
Final exam (and its weight): 100%
Grade Improvement in Regular Period
Continuous assessment (and their weights) if the scanning feature doesn’t count 100%: Group assignment (weighted 25%), midterm (weighted 25%) and final exam (weighted 50%). In order to pass, students must obtain a grade higher or equal to 8.0 in the final exam.
Final exam (and its weight):50% Grade Improvement in Resit Period
Continuous assessment (and their weights) if different than 100%:NA
Final exam (and their weighting): 100%
Subject matter
Multiple Linear Regression (Estimation and inference), Heteroskedasticity, Serial Correlation and Time Series Models.