Econometrics Research


Course Objective

This selective master course places students in contact with some of the
latest research in theoretical econometrics.
Instead of reading textbooks prepared for the classroom, the students
will read recent research articles, published in top international
scientific journals and written by some of the best econometricians in
the world. The students will also be trained in writing and presenting
econometric research articles.

Course Content

We will consider a wide range of trending topics in econometrics,
stochastic processes and statistics, including:
- Dynamic noncausal models for locally explosive processes
- High-dimensional filtering methods
- Non-stationary filtering techniques
- Dynamic semi-nonparametric models and deep learning

Teaching Methods


Method of Assessment

Presentations and research reports

Entry Requirements

Solid background knowledge in econometrics, probability and statistics


Research articles indicated by the lecturer

Target Audience

Econometrics master students or students from other studies with
considerable quantitative, statistical or mathematical background

General Information

Course Code E_EORM_ECR
Credits 6 EC
Period P3+4
Course Level 400
Language of Tuition English
Faculty School of Business and Economics
Course Coordinator dr. F. Blasques Albergaria Amaral
Examiner dr. F. Blasques Albergaria Amaral
Teaching Staff

Practical Information

You need to register for this course yourself

Last-minute registration is available for this course.

Teaching Methods Lecture, Study Group
Target audiences

This course is also available as: