Statistical Methods
1
2024-2025
03017429
Quantitative Methods
Portuguese
English
Face-to-face
QUARTERIAL
8.0
Compulsory
3rd Cycle Studies
Recommended Prerequisites
Descriptive Statistics and Linear Algebra
Teaching Methods
The curricular unit requires the teaching of theoretical and practical lectures. The theoretical teaching material is accompanied by resolution of practical exercises for a better student-lecturer interaction and better understanding of the presented topics. Empirical applications are made with the use of GRETL and SPSS statistical softwares.
Learning Outcomes
The objective of this course is to provide statistical instruments so that postgraduate students are able to specify, estimate, and analyze existing relationships with the use of real data.
Postgraduate students should be able to collect, transform and analyze statistical data to identify relationships between variables, choose the most appropriate estimation method to each problem, and make the appropriate interpretation of the results.
Work Placement(s)
NoSyllabus
Simple and multivariate stochastic models
Estimation methods of the multivariate models
Statistical Inferences and hypothesis testing
Violation of the classical assumptions: Multicolinearity, Heteroskedasticity and Serial Correlation
Correction methods through alternative estimation methods
Dynamic models with time series data
Panel Models and estimation methods
Probabilistic Models
Head Lecturer(s)
José Maria Ruas Murteira
Assessment Methods
Assessment
Periodic or by final exam as given in the course information: 100.0%
Bibliography
GUJARATI, Damodar N. - Basic econometrics. 4th ed. Boston : McGraw-Hill, 2003. [BP 519.8 GUJ]
GUJARATI, Damodar N. - Econometrics by example. New York : Palgrave Macmillan, 2011. [BP 519.8 GUJ]
WOOLDRIDGE, Jeffrey M. — Introductory econometrics : a modern approach. 4th ed. [South Melbourne?] : South-Western/Cengage Learning, 2009. [BP 519.8 WOO]
MARKETING research with SPSS. Wim Janssens [et al.]. Harlow : Prentice Hall/Financial Times, 2008. [BP 658.8 MAR]