Statistics for Data Science

Master course, NOVA IMS - Universidade Nova de Lisboa, 2020


  • The objective of data analysis is to extract the relevant information contained in the data which can then be used to solve a given problem. The purpose of this course to provide and solid background in exploratory data analysis and statistical inference.


  • Lock, Robin, H., Lock, P. F., Morgan, K.L., Lock, E.F.; Lock, D.F. (2017) Statistics: unlocking the power of data. Second edition, Wiley.
  • Wooldridge, J. M., Introductory econometrics: A modern approach, 6th Edition. South-Western, Cengage Learning, 2016;
  • Heiss, F., Using R for Introductory Econometrics, 1st Edition; CreateSpace (Independent publishing platform), 2016.
  • Greene, W. H., Econometric analysis, 7th edition, Pearson , 2012;
  • Stock, J. H and Watson, M. W, Introduction to Econometrics, 3rd. Edition, Pearson, Addison Wesley, 2011.
  • Hyndman, R. J., and Athanasopoulos, G., Forecasting: principles and practice (3rd ed). OTexts, 2021;
  • Tsay, R. S., Analysis of financial time series. Wiley, 2005;
  • Tsay, R. S., An introduction to analysis of financial data with R. Wiley, 2014;
  • Wei, W. W. S., Time series analysis: univariate and multivariate methods. Pearson, 2005;
  • Enders, W., Applied Econometric Time Series. Wiley, 2009.