2024
Data Analysis for Business II
Name: Data Analysis for Business II
Code: GES10954M
6 ECTS
Duration: 15 weeks/156 hours
Scientific Area:
Management
Teaching languages: Portuguese
Languages of tutoring support: Portuguese
Sustainable Development Goals
Learning Goals
Objectives
O1. To obtain thorough understanding of econometric topics.
O2. To obtain thorough understanding of time series.
O3. To obtain thorough understanding of financial and marketing applications.
O4. To apply a set of useful models to concrete data using adequate software.
O1. To obtain thorough understanding of econometric topics.
O2. To obtain thorough understanding of time series.
O3. To obtain thorough understanding of financial and marketing applications.
O4. To apply a set of useful models to concrete data using adequate software.
Contents
1. Introduction
2. Topics in Econometrics
2.1- Introduction
2.2 Linear transformations
2.3 Tests for normality
2.4 Tests for heterocedasticity
2.5 Tests for autocorrelation
2.6 Tests for multicolinearity
2.7 Model Specification
1. Binary Choice Models
1.1 Introduction
1.2 Logit Model
1.3 Probit Model
4. Time Series Analysis
4.1 - Introduction
4.2 - Decomposition of time series
4.3 - Specification of Models
4.4 - Models for stationary Time series
4.5 - Models for non stationary time series
2. Topics in Econometrics
2.1- Introduction
2.2 Linear transformations
2.3 Tests for normality
2.4 Tests for heterocedasticity
2.5 Tests for autocorrelation
2.6 Tests for multicolinearity
2.7 Model Specification
1. Binary Choice Models
1.1 Introduction
1.2 Logit Model
1.3 Probit Model
4. Time Series Analysis
4.1 - Introduction
4.2 - Decomposition of time series
4.3 - Specification of Models
4.4 - Models for stationary Time series
4.5 - Models for non stationary time series
Teaching Methods
M1. Strutured presentation on econometric topics and time series, using specific approaches.
M2. Illustration of concepts and the theory through examples.
M3. Processing by exercises and applications in financial and marketing areas.
M4. Verification of the level of acquisition of the subject-matter during the semester of lecturing by
means of classroom questions.
M5. Assessment by a classroom exam (50%), to be solved individually, and a research work (50%).
M2. Illustration of concepts and the theory through examples.
M3. Processing by exercises and applications in financial and marketing areas.
M4. Verification of the level of acquisition of the subject-matter during the semester of lecturing by
means of classroom questions.
M5. Assessment by a classroom exam (50%), to be solved individually, and a research work (50%).
Certificações
