Guia docente 2021_22
Facultade de Ciencias Económicas e Empresariais
Degree in Economics
  Econometrics I
Topic Sub-topic
TOPIC 1: Econometric Modeling Definition of Econometrics. Steps in empirical economic analysis. The structure of economic data
TOPIC 2: The Classical Linear Regression Model

Model specification. Assumptions. Mechanics and interpretation of Ordinary Least Squares. Properties of estimators. Goodness-of-fit. Hypotheses testing. Confidence intervals. Prediction. Dummy variables. Specification and data problems (omitted variable bias; inclusion of irrelevant variables; proxy variables; multicollinearity).
TOPIC 3: Violations of the Classical Assumptions

Analysis, consequences, diagnosis and possible solutions of non-compliance with classical hypotheses (heteroskedasticiy; autocorrelation; stochastic explanatory variables...)
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