Estatística para a Ciência de Dados

Objectivos

  • Jorge M. Mendes (jmm@novaims.unl.pt); Office/Hours: Office 9, 2nd floor/under appointment
  • Bruno Damásio (bdamasio@novaims.unl.pt); Office/Hours: Office 138, Colégio de Campolide /under appointment

Caracterização geral

Código

200178

Créditos

7.5

Professor responsável

Jorge Morais Mendes

Horas

Semanais - A disponibilizar brevemente

Totais - A disponibilizar brevemente

Idioma de ensino

Português. No caso de existirem alunos de Erasmus, as aulas serão leccionadas em Inglês

Pré-requisitos

Statistics and linear algebra (recommended)

Bibliografia

  • Lock, Robin, H., Lock, P. F., Morgan, K.L., Lock, E.F.; Lock, D.F. (2017) Statistics: unlocking the power of data. Second edition, Wiley.
  • Wooldridge, J. M., Introductory econometrics: A modern approach, 6th Edition. South-Western, Cengage Learning, 2016;
  • Heiss, F., Using \textbf{R} for Introductory Econometrics, 1st Edition; CreateSpace (Independent publishing platform), 2016.
  • Greene, W. H., Econometric analysis, 7th edition, Pearson, 2012;
  • Stock, J. H and Watson, M. W, Introduction to Econometrics, 3rd. Edition, Pearson, Addison Wesley, 2011

Método de ensino

The course is based on theoretical-practical and practical classes. Practical classes and problem-solving oriented.

 

Método de avaliação

  • (50%) Final exam (1st and 2nd rounds)
  • (50%) Project (opcional)
  • Final grade: máximum (Final exam grade;0.5*(Final exam grade)+0.5*Project grade))

A minimum grade of 8.5 is required in the final exam to pass.

Conteúdo

  1. Collecting data
  2. Statistical distributions
  3. Describing data
  4. Confidence intervals
  5. Hypothesis testing
  6. Inference
  7. The Nature of Econometrics. Correlation vs Causality
  8. The Multiple Linear Regression Model (MLRM)
  9. MLRM: Inference
  10. Heteroskedasticity
  11. Asymptotic properties of the OLS
  12. Quadratics and Interactions
  13. Functional Form Misspecification
  14. MLRM with qualitative information
     

Cursos

Cursos onde a unidade curricular é leccionada: