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Econometrics Methods

Objectives

Students will develop knowledge of estimation methods for regression models. Emphasis will be placed on interpreting correctly the statistical results when applied to empirical problems. Students will also have the opportunity to develop competences with econometric software.

General characterization

Code

200090

Credits

7.5

Responsible teacher

Manuel José Vilares

Hours

Weekly - Available soon

Total - Available soon

Teaching language

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

Prerequisites

Statistics

Bibliography

K Kennedy, Peter, ¿A Guide to Econometrics¿, 5th Edition, Blacwell Publishing.; W Wooldridge, Jeffrey M., ¿Introductory Econometrics¿, Thomson South Western.; C Own classnotes; 0; 0

Teaching method

Theoretical classes and practical exercises using an econometric software, e.g. Gretl

Evaluation method

Final exam, 100%.

Subject matter

Program
1. Ordinary least squares and fundamental statistical inference concepts (6 classes, K3 [Kennedy Ch. 3], K4, K6, K7, K8, K9, K10, K11)
2. Panel data methods (4 classes, K17)
(a) Fixed effects model
(b) Random effects model
3. Causal inference (4 classes, C)
(a) Difference-in-differences
(b) Matching models