Title, Métodos de econometría. Authors, J. Johnston, J. Dinardo. Translated by, Carles Murillo Fort. Edition, illustrated. Publisher, Vicens-Vives, Title, Métodos de econometría. Vicens Universidad. Author, John Johnston. Editor, Alfonso García Barbancho. Edition, 2. Publisher, Vicens-Vives, Métodos de econometría. Front Cover. John Johnston, Jesús Sánchez Fernández, Alfonso García Barbancho. Vicens-Vives, – Econometrics – pages.

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Formats and Editions of Métodos de econometría []

Textbooks and Reading Materials A textbook of basic enonometrics, for example: Goodness of fit, test of significance. The aim of the modul is to provide some more advanced methodological tools of econometrics.

Prerequisiti Il modulo parte dai contenuti dell’insegnamento di Econometria del primo anno. Journal of the American Statistical Association, Pla docent de l’assignatura.

Métodos de econometría

John Wiley Hsiao, C. Durbin-Watson Test – How to model the regressors correlated with the errors – Definition and features of IV Instrumental Variables estimators – Methods to investigate the multicollinearity in the regressors Third section: Analysis of panel data.

Linear regression model and ordinary least squares. From the economic model to the Econometric Jounston 1. Recall of linear algebra.

Econometria I Codi de l’assignatura: Assessment methods The assessment method is an oral interview. Universitat Obertura de Catalunya. Logistic Regression – Principal features of the Logistic Regression Model – Definitions and features of the parameter estimators.


Perron, B, y Roger moon, H. Stationarity and unit roots tests. Reproduction and distribution subject to the approval of the copyright owners. Course with sustainable contents University credits of sustainability: Teorema di Gauss-Markov senza dimostrazione -Distribuzione degli stimatori dei coefficienti di regressione -Interpretazione geometrica del metodo dei minimi quadrati Seconda parte: Review of Economic Studies, Econometric models and econometric forecasts.

Oxford University Press Edwards, S. Metodi didattici Il modulo consiste in 2cfu che equivalgono a 14 ore di lezioni frontali. Bearing this in mind, once the course, students should be familiar with the handling of MLRM under the assumption of compliance with the basic assumptions of the same and can be therefore able to propose a simple econometric model inspired by some economic problem, estimate and interpret the results obtained economically and statistically.

By the end of the course students will be able to understand and manage univariate linear models estimated by standard econometric software like Excel, EViews and Gretl. Complementary Bibliography Novales, A.

Universidad de los Andes: Facultat d’Economia i Empresa. Static and dynamic forecasts. More detailed information in Italian are available at: Generalizations of the Linear Model: This document, introduces the intermediate concepts of this area, for students already familiarized with basic econometric theory.

  IT8718F S PDF

Introduction to the specification errors in a regression model. The problems faced by the econometrician. Teorema di Gauss-Markov senza dimostrazione. Evaluation Criteria The student’s final grade will be calculated as follows: Simultaneous estimation of simultaneous equations.

Prerequisites The modul content starts from the topics of Econometrics mandatory in the first year. Formulation and basic assumptions of the regression model. On the dynamics of these tutorials, it is proposed that during the practical sessions are conducted under what we call guided practice 5 practices in total. Seasonal adjustment of sensitive indicators.

Learning objectives The aim of the modul is to provide some more advanced methodological tools of econometrics. Pearson Prentice-Hall Gujarati, Damodar. Misspecification of the explanatory variables.

In particular, topics concerning endogenity, simultaneous equation models, time series and panel data, are discussed. Detailed program First section: Econometric analysis of cross section and panel data. Land conflict, property rights, and the rise of the export economy in Colombia, Consequences for the OLS estimations.

Modelos autorregresivos y modelos con retardos escalonados.