Name: Econometrics
Code: ECN11907M
Duration: 15 weeks/156 hours
Scientific Area: Economy

Teaching languages: Portuguese
Languages of tutoring support: Portuguese, English
Regime de Frequência: Presencial


This unit aims at developing the skills and knowledge of modern econometrics necessary for theoretical and empirical work in economics and related fields.

Sustainable Development Goals

Learning Goals

- To develop the skills in, and knowledge of, econometrics necessary for theoretical and empirical work based on cross-sectional, time-series or panel data.
- To learn how to conduct empirical studies in economics and related fields using modern econometric techniques.

- Data analysis and manipulation.
- Reason logically and work analytically.
- Work with abstract concepts and in a context of generality.
- Select and apply appropriate techniques to solve econometric problems.
- Team work, written and oral communication.
- Computing skills and knowledge of econometric software.


I. Linear Regression Model: Specification, Estimation and Inference; Endogenous Regressors.
II. Nonlinear Models: Estimation and Inference; Models with discrete dependent variable
III. Panel Data Models: Fixed and Random Effects Models; Dynamic Models.
IV. Time Series Models: Univariate and Multivariate Models; Unit roots and Cointegration.

Teaching Methods

Small group classes where theoretical contents are supplemented by exercise lectures and computer exercises. Real economic data is employed on solving the computer exercises using adequate software.

Continuous Evaluation: compulsory (open book) written examination at the end of the semester (60% of final mark) + one empirical project in groups of two or three students (40% of final mark). Students may also choose to do a final written exam (100%).

Teaching Staff