Doutoramento Bolonha em Matemática Aplicada à Economia e à Gestão

Mestrado Bolonha em Actuarial Science

On completion of this course, the student should be able to: - Recognize and understand the main econometric models used in the analysis of time series. - Understand the theoretical reasoning which led to the development of the most important univariate and multivariate models. - Be familiar with the use of econometric software to carry out time series analysis. - Develop critical thinking about empirical work with time series data. - Be able to develop a forecasting study of different sets of variables and formulate statistical hypotheses of interest. Understand the limitations of the econometric methodology applied in the study