Econometrics I - 1st Trimester 2017/2018

4 ECTs / Trimester-Long Course / English

The Simple Classical Linear Regression Model; Statistical Inference in the Simple Classical Linear Regression Model. The General Linear Regression Model; Statistical Inference in the General Linear Regression Model. Dummy Variables. Multicolinearity. Autocorrelated and Heteroskedastic errors. Stationarity and Cointegration.

Prerequisites: To be confirmed  (Syllabus available soon)

Faculty

Full Professor
Leonor Modesto is Full Professor at the CATÓLICA-LISBON School of Business and Economics of the Portuguese Catholic University and she is the President of the…