Currículo
Econometrics II ECON2
Contextos
Groupo: Economics2025 > 1º Ciclo > Unidades curriculares obrigatórios
ECTS
6.0 (para cálculo da média)
Objectivos
1. Understand the fundamentals of time series regression. 2. Diagnose and treat common problems in time series. 3. Apply advanced time series analysis concepts. 4. Understand and apply panel data models. 5. Understand and apply the instrumental variables method.
Programa
1. Basic Regression Analysis with Time Series Data 2. Further Issues in Using OLS with Time Series Data 3. Serial Correlation and Heteroskedasticity in Time Series Regressions 4. Advanced Time Series Topics 5. Simple Panel Data Methods 6. Advanced Panel Data Methods 7. The instrumental variables method and the two-step least squares estimator
Método de Avaliação
The teaching regime is based on separation into theoretical classes (two classes of 1h30 per week) and practical classes (one class of 2 hours per week). Theoretical classes teach the subject using empirical economic examples as illustrations. Practical classes are based on solving exercises taken from the textbook, and questions adapted from previous exams. The assessment will be based on written exams in accordance with ISEG's RGAC. If teaching assistants ("monitores") provide support, the final grade may incorporate both the Normal Exam score and the evaluation of group projects. These projects, characterized by their empirical approach, span the entire semester and require the application of an econometric software.
Carga Horária
Carga Horária de Contacto -
Trabalho Autónomo - 112.0
Carga Total -