Currículo
Quantitative Data Analysis QTDA-MIM
Contextos
Groupo: Management > 2º Ciclo > Parte Escolar > Unidades Curriculares Obrigatórias
ECTS
3.0 (para cálculo da média)
Objectivos
- To develop the skills and knowledge to apply a variety of data analysis techniques, ranging from simple descriptive analysis, parametric and nonparametric inference, to the construction of regression models for both sectional and panel data and for continuous or limited dependent variables; - To understand the theoretical background of the different techniques and be able to evaluate and interpret in a rigoruous way their results; - To plan and conduct empirical studies; - Computing skills and knowledge of the econometric software Stata
Programa
1. Exploratory data analysis 2. Multiple regression (including dummies, interactions, specification analysis, and heteroskedasticity robust estimation and inference) 3. Models for panel data 4. Models for binary data
Método de Avaliação
Evaluation includes an individual (open book) written test (50%) and an empirical project in groups of two or three students, where the students chose a dataset and apply several econometric models (50%).
Carga Horária
Carga Horária de Contacto -
Trabalho Autónomo - 62.0
Carga Total -
Bibliografia
Principal
- Newbold,Statistics for Business and Economics.: Newbold, P., Carlson, W. & Thorne, N. 2013 Newbold, P., Carlson, W. & Thorne, N. (2013), Statistics for Business and Economics. 8th ed. Prentice Hall.
- Introductory Econometrics: a Modern Approach: Wooldridge, J. M. 2016 Wooldridge, J. M. (2016), Introductory Econometrics: a Modern Approach, 6th. ed., Cengage Learning.
Secundária
- SIntroduction to Econometrics: Stock, J. H. e Watson, M. W. 2015 Stock, J. H. e Watson, M. W. (2015), Introduction to Econometrics, 3rd ed., Pearson.
- Microeconometrics using Stata,: Cameron, A.C. e Trivedi, P.K. 2010 Cameron, A.C. e Trivedi, P.K. (2010), Microeconometrics using Stata, Stata Press.