Econometrics II

Objectives

 

  • Formulate and specify econometric models to interpret economic phenomena for sectional data, time series and panel data;
  • Recognize and understand completely the multiple linear regression model used in time series and panel data; Introduction to causal inference methods.

General characterization

Code

100050

Credits

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

Recommended: Descriptive and Inferential Statistics. Linear Algebra. Econometrics I.

Bibliography

Teaching method

1 Linear regression models review;
2 Regression models for qualitative dependent models; 
3 Time series models;
4 Panel data models.

Evaluation method

In the first round of exams, students can choose 1 from 2 options of grading:
 a) Term project (40%) + Participation and midterm (20%) + Final exam (40%)
 b) Participation and mid-term tests (30%) + Final exam (70%)
The final grade obtained in the first round of exams matches the best of the two grades obtained in the different grading options.
 
In the second round of exams, the final grade is the best from: Final exam (100%) or Participation and midterm (30%) + Final exam (70%).
However, to get approval (an average above 9,5 points), students must not have a grade lower than 9,5 points (in a scale from 0 to 20) in the final exam.

Subject matter

1 Linear regression models review;
2 Regression models for qualitative dependent models; 
3 Time series models;
4 Panel data models.

Programs

Programs where the course is taught: