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Be English-friendly or any other language-friendly means that UC is taught in a language but can either of the
following conditions:
1. There are support materials in English / other language;
2. There are exercises, tests and exams in English / other language;
3. There is a possibility to present written or oral work in English / other language.
1
6.0
0.0 h/sem
30.0 h/sem
0.0 h/sem
0.0 h/sem
0.0 h/sem
0.0 h/sem
1.0 h/sem
31.0 h/sem
119.0 h/sem
0.0 h/sem
150.0 h/sem
Since year
2013/2014
Pre-requisites
Basics Statistics
Objectives
The course provides modern econometric and forecasting techniques of economic and financial data. The interaction between theory and practice is emphasised, and students will be trained in formulating and testing economic and financial models.
Program
1. Types of data: cross-section, time series and panel data 2. Correlation Analysis and Simple Linear Regression Model 3. Multiple Linear Regression Model (MLRM) 4. MLRM specification tests 5. White and Newey-West estimators 6. Alternative estimation methods: MLE and GMM 7. LM, LR and WALD tests 8. Models with binary dependent variable 9. Panel data regression models: a brief introduction
Evaluation Method
The evaluation takes place in two periods: Regular (or first season) and Re-sitting (or second season). In the Regular Season students must have a minimum of 80% attendance and will be evaluated as follows: a) Team works (40%). b) One final exam (60%) covering the entire subjects - the score must be at least 8.5 points. Score must be at least 10 points in order to get approval on this course. In the written assessment students can use a form, statistical tables, and a calculator.
Teaching Method
The student should acquire analytical, information gathering, written and oral communication skills, according to the established learning outcomes. The following methodologies (LM) will be used: 1. Expositional, presentation of the theoretical reference frames 2. Participative, with analysis and resolution of application exercises 3. Active, with the realization of individual and group works 4. Experimental laboratory, with development and operation of computer models
Hayashi, F. (2000), "Econometrics", Princeton University Press. Wooldridge, J.M. (2012), "Introductory Econometrics: A Modern Approach", 5nd Ed., South Western Publishers. Gujarati, D.N. (2009), "Basic Econometrics", 5th Ed. McGraw-Hill. Johnston, J. and Dinardo, J. (1997), "Econometric Methods", 4th Ed., McGraw-Hill.
