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Class Econometrics

  • Presentation

    Presentation

    The course unit in Econometrics enables students to understand and apply quantitative methods to the analysis of economic phenomena, including model formulation, estimation, interpretation, hypothesis testing, and forecasting.
  • Code

    Code

    ULP7018-726
  • Syllabus

    Syllabus

    1. Introduction to Econometrics 2. Simple Linear Regression 3. Multiple Linear Regression 4. Multicollinearity Problems 5. Time Series Models 6. Hypothesis Testing and Inference 7. Simultaneous Equation Models 8. Empirical Applications in Economics
  • Objectives

    Objectives

    The objective of the Econometrics curricular unit is to provide students with the knowledge and skills necessary to understand and apply quantitative methods in the analysis of economic phenomena. Throughout the course, students will be introduced to the theoretical and practical foundations of econometrics, in order to: understand the foundations of econometrics and its application, acquire the ability to formulate and estimate econometric models, interpret and critically evaluate the results of econometric analyzes and apply econometric techniques to test hypotheses and make predictions. In the end, students are expected to be able to apply econometric methods in economic research and economic policy analysis, thus contributing to the understanding and resolution of real-world economic problems.
  • Teaching methodologies

    Teaching methodologies

    The teaching methodology of the Econometrics course unit is designed to promote active and meaningful learning. Classes will be delivered through a combination of formats, including lectures for the presentation of key theoretical concepts, practical exercises using statistical software to apply the methods introduced, and case discussions to explore empirical applications of econometrics in real-world contexts. Interaction between students and the instructor is encouraged in order to create a collaborative learning environment where questions can be discussed and concepts consolidated. Through group work, students will be able to practice and deepen their knowledge, further developing their critical analysis and problem-solving skills.
  • References

    References

    Greene, W. H. (2017). Econometric Analysis. Pearson Education. Gujarati, D. N., & Porter, D. C. (2016). Econometria Básica. AMGH Editora. Stock, J. H., & Watson, M. W. (2014). Introdução à Econometria. Cengage Learning.  
  • Assessment

    Assessment

    Descrição dos instrumentos de avaliação (individuais e de grupo) ¿ testes, trabalhos práticos, relatórios, projetos... respetivas datas de entrega/apresentação... e ponderação na nota final.

    Exemplo:

    Descrição

    Data limite

    Ponderação

    Teste de avaliação

    dd-mm-yyyy

    30%

    Portfolio

    dd-mm-yyyy

    40%

    (...)

     

     

     

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