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QTDA-Syllabus

Syllabus econ 201

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16 views

QTDA-Syllabus

Syllabus econ 201

Uploaded by

tilki1847
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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QUANTITATIVE DATA ANALYSIS

Master in Management

(Academic year 2022/2023)

Lecturer: Esmeralda A. Ramalho, ISEG/UL ([email protected])


Assistant: João Vieira, ISEG/UL ([email protected])

OBJECTIVES
- To develop the skills and knowledge to apply a variety of data analysis techniques,
ranging from simple descriptive analysis, to the construction of regression models for
both sectional and panel data and for continuous or binary dependent variables;
- To understand the theoretical background of the different techniques and to be able to
evaluate and interpret their results;
- To plan and to conduct empirical studies;
- Computing skills and knowledge of the econometric software Stata.

TOPICS
1. Exploratory data analysis
2. Multiple regression (including dummies, interactions, specification analysis, and
heteroskedasticity robust estimation and inference)
3. Models for panel data
4. Models for binary data

TEACHING METODOLOGY
Each class is divided into a theoretical and a practical component. Building on the
theoretical topics and on the short examples presented in the first part of the class, the
students are then invited to exploit real datasets, using the Stata software, in order to
understand the concepts and apply, in practical terms, the methodology.

ASSESSMENT PROCESS

Normal evaluation includes


— an individual written test (proposal: 14-04-2023), in which notes on 20 A4
pages in paper version may be used by the students (weight of 50%)
— an empirical project in groups of five students (proposal: 27-03-2023), where
the students apply several techniques to analyse the data (weight of 50%).
Students will be approved with a final classification of 10 (out of 20) or larger, but
the minimum classification allowed at the written test is 7 (out of 20). Students
with a classification in the written test lower than 7 (out of 20) will be considered
in the exam system (written test weights 100%) and, thus, not approved.
Students may choose to do an exam in the Normal evaluation system, in which case the
final written test (20-06-2023) weights 100%. Students that fail in the system that
combines a written test (weight 50%) + empirical project (weight 50%) will not have
access to this exam

A re-sit exam will be available. The exam is a written test (04-07-2023) that weights 100%

EMPIRICAL PROJECT: Each group will receive a dataset, together with a short variable
description. Based on that dataset, the group will produce an empirical analysis, guided
by a problem set provided in the last week of classes. Specifically, using the Stata
software, the group will deal with the problem set in 3 hours and then submit the answers
in Fenix.

MAJOR REFERENCES
- Newbold, P., Carlson, W. & Thorne, N. (2022). Statistics for Business and
Economics. 10th ed. Pearson
- Wooldridge, J. (2020) Introductory Econometrics – A Modern Approach, 7th ed.,
Cengage Learning

PLAN

Session Date Topics


1 13/02 Exploratory data analysis. Introduction to STATA. Illustration 1: 1-6
2 27/02 Multiple regression with sectional data: specification, estimation, partial effects
interpretation, inference. Illustration 1: 7-9. Illustration 2: 1-3
3 06/03 Multiple regression with sectional data: inference (cont.), assumptions and qualitative
variables. Illustration 2: 3 (cont.)-5
4 13/03 Multiple regression with sectional data: interactions, structural break, functional form,
and heteroskedasticity. Illustration 2: 6-8
5 20/03 Models for panel data. Illustration 3
6 27/03 Models for binary data. Illustration 4

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