Econometrics I

Contacts and Office hours

Zoom private room

Office hours Fridays, 10:00–11:00 (under appointment)

Timetable of the practical sessions

Tuesdays, 11h00–12h30
Classroom D1.11

Wednesdays, 11h00–12h30
Classroom C5.05

Fridays, 11h00–12h30
Classroom D1.11

  • Please be punctual. Access to the class will not be allowed 15min after the scheduled starting time.
  • Classrooms may be changed without notice by the School services. Please check the classroom on Fenix+ before attending.

Plan of the course

  • The materials of this course are in Portuguese.
  • The supporting software for this course is STATA: no other software is allowed or required in the course assessment elements. However, Pluto notebooks will be provided for the curiosity of students familiar with the Julia programming language.
  • Since it is the first time I am teaching this course, all the materials offered in this website are work in progress and subject to corrections and improvements. Suggestions are welcome to .
Class Topic Calendar Downloads
1 Introduction Feb 6
2 Review of Mathematics and Statistics Feb 7
3 Review of Mathematics and Statistics Feb 19
4 The Simple Linear Regression Model Feb 20
5 The OLS Method and the Algebraic Properties of OLS Estimatores Feb 21
6 The Statistical Properties of OLS Estimators and Introduction to STATA Feb 23
7 Exercises on Simple Linear Regression Feb 27
8 The Multiple Linear Regression Model Feb 28
9 The OLS Method with Multiple Regressors Mar 1
10 Exercises on Multiple Linear Regression Mar 5
11 The Properties of OLS Estimators Mar 6
12 Functional Forms and Variable Transformation Mar 8
13 Measurement Units Mar 12
14 Exercises on Measurement Units Mar 13
15 Solving Questions from Previous Assignments Mar 15
16 Inference on a Single Parameter Mar 19
17 In class Assignment #1 Mar 20
18 Inference on a Single Linear Combination of Parameters Mar 22
19 Inference on a Single Linear Combination of Parameters Apr 9
20 Inference on Multiple Linear Combination of Parameters Apr 10
21 Exercises on Inference Apr 12
22 Exercises on Inference Apr 17
23 Prediction Apr 16
24 Make-up session Apr 19
25 Midterm Exam Apr 23
26 Some Notes on Asymptotic Theory Apr 24
27 The Effects of the Mispecification of the Model Apr 29
28 The RESET Test Apr 30
29 Dummy Variables May 3
30 Testing Structural Change May 8
31 Leading with Heterosckedasticity May 10
32 Tests for Heterosckedasticity Detection May 14
33 Exercises on Heterosckedasticity May 15
34 Problems with Data May 17
36 In class Assignment #2 May 21
Endterm Exam and Final Exam May 28
Resit Exam Jun 17
Special Season Exam Jul 8


  • Wooldridge, J. M. (2020). “Introductory Econometrics: a Modern Approach”, 7.ª Ed., Cengage Learning.


Periodic Assessment Regime

  • Work in class #1: 15%
  • Work in class #2: 15%
  • Midterm exam: 35%
  • Endterm exam: 35%
  • The grade in any of these elements cannot be lower than 7.5 out of 20

Final Exam Regime

  • One final exam covering all the topics: 100%

Resit Exam

Students who fail the course may take a resit Exam worth 100% of the grade and covering all topics.