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Econometrics II

Code: LEC310     Acronym: ECO II

Keywords
Classification Keyword
OFICIAL Economics

Instance: 2007/2008 - 2S

Active? Yes
Web Page: http://www.fep.up.pt/disciplinas/lec310/
Responsible unit: Grupo de Economia
Course/CS Responsible: ECONOMICS

Cycles of Study/Courses

Acronym No. of Students Study Plan Curricular Years Credits UCN Credits ECTS Contact hours Total Time
ECO 511 Official Curricular Structure since 2004 3 2 -

Teaching language

Portuguese

Main Bibliography

Os textos-base adoptados são:

GUJARATI, Damodar, Basic Econometrics, 4th ed., McGraw-Hill Book Company, New York, 2003. (Tradução brasileira da 3.ª edição: Econometria Básica, Makron Books do Brasil Editora, São Paulo, 2000.)

OLIVEIRA, M. Mendes de, Álvaro AGUIAR, Armindo CARVALHO, F. Vitorino MARTINS, Victor MENDES e Pedro PORTUGAL, Econometria: Exercícios, Editora McGraw-Hill de Portugal, Lisboa, 1997.

Complementary Bibliography

Outras obras de consulta:

GREENE, William H., Econometric Analysis, 5th ed., Prentice-Hall Inc., Upper Saddle River, New Jersey, 2003.

GRIFFITHS, William. E.; R. Carter HILL e George G. JUDGE, Learning and Practicing Econometrics, John Wiley and Sons, New York, 1993.

HEIJ, Christiaan; Paul DE BOER; Philip Hans FRANSES; Teun KLOEL e Herman K. VAN DIJK, Econometric Methods with Applications in Business and Economics, Oxford niversity Press, Oxford, 2004.

HILL, R. Carter; William GRIFFITHS e George JUDGE, Undergraduate Econometrics, John Wiley and Sons, New York, 1997.

JOHNSTON, Jack, e John DINARDO, Econometric Methods, 4th ed., McGraw-Hill Book Company, New York, 1997. (Existe uma tradução portuguesa da obra, publicada por McGraw-Hill de Portugal, Lisboa, 2001.)

KOUTSOYANNIS, A., Theory of Econometrics, 2nd ed., The Macmillan Press Ltd, London and Basingstoke, 1979.

MADDALA, G., Introduction to Econometrics, 2nd ed., Macmillan Publishing Company, New York, 1992.

PINDYCK, R. S., e D. L. RUBINFELD, Econometric Methods and Economic Forecasts, 3rd ed., McGraw Hill Book Company, New York, 1990.

THOMAS, R. L., Modern Econometrics - An Introduction, Addison-Wesley Longman Ltd, Essex, 1997.

WOOLDRIDGE, Jeffrey M., Introductory Econometrics: A Modern Approach, 2nd ed., South-Western, 2003.

Evaluation Type

Distributed evaluation with final exam

Assessment Components

Description Type Time (hours) Weight (%) End date
Subject Classes Participação presencial 30,00
Total: - 0,00
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