Econometrics I

Undergraduate course, NOVA IMS - Universidade Nova de Lisboa, 2019


  • Consolidate the use of statistical methods to interpret a dataset.
  • Understand the underlying hypothesis of the linear regression model for cross sectional data.
  • Formulate and specify econometric models to interpret economic phenomena.
  • Study the properties of the ordinary least squares in small and large samples.
  • Study statistical inference in the classic case and in the presence of heteroskedasticity.
  • Gain familiarity in empirical applications and conceive simple econometric studies with cross sectional data using R software


  • Introduction and the Nature of Econometrics
  • The Simple Linear Regression Model
  • The Multiple Linear Regression Model
  • Heteroskedasticity
  • Further Issues
  • Multiple Regression Analysis with Qualitative Information


  • 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;
  • Adler, J., R in a nutshell: A desktop quick reference, 1st Edition, O’Reilly Media, 2010;
  • Teetor, P., R cookbook: Proven recipes for data analysis, statistics, and graphics, O’Reilly Media, 2011.