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Statistical Treatment of Data

Objectives

The curricular unit "Statistical Treatment of Data" aims to provide skills in the field of analysis of the evolution of economic series, in particular in the area of index numbers, correction of
seasonality and the treatment of outliers and missing values.

General characterization

Code

400018

Credits

6.0

Responsible teacher

José António de Almeida Pinheiro

Hours

Weekly - Available soon

Total - Available soon

Teaching language

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

Prerequisites

Not applicable.

Bibliography

a.    Index numbers
 -    SNA08, Chapter 15: Price and volume measures
http://unstats.un.org/unsd/nationalaccount/docs/SNA2008.pdf

 -    International PPI Manual
http://www.imf.org/external/pubs/ft/ppi/2010/manual/ppi.pdf

 -    International CPI Manual
http://www.imfbookstore.org/ProdDetails.asp?ID=CPIMFT
 -    Practical Guide to Producing CPI
http://www.unece.org/fileadmin/DAM/stats/publications/Practical_Guide_to_Producing_CPI.pdf
 -    RECENT DEVELOPMENTS IN INDEX NUMBER THEORY AND PRACTICE
http://78.41.128.130/dataoecd/49/2/35619491.pdf
 -    MEASUREMENT OF AGGREGATE AND INDUSTRY-LEVEL PRODUCTIVITY GROWTH, OECD manual
www.oecd.org/std/productivity-stats/2352458.pdf
 -    THE MEASUREMENT OF AGGREGATE TOTAL FACTOR PRODUCTIVITY GROWTH
www.economics.ubc.ca/.../pdf_paper_erwin-diewert-02-05-measurementofaggregatetotalfactorproductivitygrowth
b.    Missing data
 -    Allison, P. D. (2002). Missing Data. Thousand Oaks, CA: Sage
 -    Bryk, A. S. And Randenbush, S. W. (1992). Hierarchical linear models, thousands oaks, CA: Sage
 -    Cleveland, W. S. (1983), Visualizing data. Summit.
 -    Enders, C. K. (2010) ¿ Applied missing data Analysis, New York, the Guilford Press
 -    Little, R. J. A. and Rubin (1987) ¿ Statistical analysis with missing data, New York, Willey
 -    McKnight P., McKnight K., Sidani S. and Figueredo A. (2007) Missing data ¿ A Gentle introduction, the Guilford Press
 -    Shaffer, J. L. and Graham, J.W. (2002) Missing data: our view of the state of the art.
 -    Shafer, J. L. (1997) ¿ Analysis of incomplete data, Chapman and Hall, London
c.    Outliers

 - Andrews, D. F. and Pregibon D. (1978) ¿Finding Outliers that matter¿, J. R. Statist. Soc. B, 40, 85-93

 - Barnett V. and Lewis T (1995) ¿ Outliers in statistical data, 3rd edn. Wiley

 - Charu C. Aggarwal (2017) ¿ Outliers Analysis, Second Edition, Springer

 - Cook, R. D. and Weisberg S. (1982) - Residuals and influence in Regression. Chapman and Hall

 - David, H. A. (1981), Order Statistics, Wiley

 - Figueira, MMC (1995) ¿ Identificação de outliers: uma aplicação ao conjunto das maiores empresas com actividade em Portugal. Tese de mestrado, Instituto Superior de Economia e Gestão

 - Hans-Peter Kriegel, Peer Kroger, Arthur Zimek (2010) ¿ Outlier Detection Techniques, SIAM International conference on Data Mining

 - Hoaglin, D. C., Mosteller, F. and Tukey J.W. (1992), Análise exploratória de dados. Técnicas robustas. Edições Salamandra.

 - Murteira, B., Ribeiro, C.S., Silva J.A., Pimenta C. (2002), Introdução à estatística, MCGrawhill

 - Rosado F. (2006) ¿ Outliers em dados estatísticos, edições SPE

Teaching method

The curricular unit is based on theoretical and practical classes. The practical classes are oriented toward solving
problems and exercises.

Evaluation method

(100%) Final exam (1st or 2nd round)

Subject matter

1. Treatment of anomalous observations (outliers)
2. Treatment of missing values
3. Introduction to index numbers
4. Statistical/Axiomatic Approach to Index Numbers
5. Seasonality correction methodologies