Econometrics

Office hours Thursdays 11h00-12h00, under appointment, Office 5003

Class	Section	Schedule	Classroom
Lecture	All	Mondays, 15h30–16h50	525
Practical Session	International	Mondays, 17h00–18h20	525
Practical Session	National	Thursdays, 17h00–18h20	527
Practical Session	International	Thursdays, 14h00–15h20	526
Practical Session	National	Thursdays, 15h30–16h50	506

Class	Topic	Practical sessions
1	Introduction to Simple Linear Regression	February 2 & 5
2	Introduction to R	February 6
3 & 4	Data Wrangling and Vizualization with R	February 9 & 12
5 & 6	Introduction to R	February 19 & 20
7 & 8	Introduction to Multiple Linear Regression	February 23, 26 & 27
9	Dummy Variables and Omitted Variables Bias	March 2 & 5
10	Inference on Linear Combinations of Parameters	March 6
11	Nonlinear Specifications	March 9 & 12
12	Q&A and Mock Exam	March 13
	Midterm Exam	March 27
13	Solution of the Midterm Exam	April 10
14	Introduction to Time Series	April 13 & 16
15	Time Series: AR Models	April 17
16	ADL Models and Forecast Intervals	April 20 & 23
17	Lag Length Selection and Model Comparison	April 24
18	Nonstationarity: Deterministic and Stochastic Trends	April 27
19	Nonstationarity: Structural Breaks	May 4 & 7
20	Internal and External Validity	May 8
21	Instrumental Variables: The Single-Instrument Case	May 11 & 14
22	Instrumental Variables: The Generalized IV Model	May 15
23	Instrumental Variables: Checking Instrument Validity	May 18 & 19
24	Q&A and Mock Exam	May 19

Stock, J. H. and M. W. Watson, Introduction to Econometrics (fourth edition), Pearson, 2020.