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de SOUZA E. - Econometrics I (30h)

The purpose of this course is to introduce you to the theory and practice of estimation and inference in single equation regression models in economics. The emphasis is on the analysis of economic data by means of statistical models. Statistical software (Stata) will be used in handling data.

For more information, please see the ECTS Card.

COURSE CONTENTS

CHAPTER ONE. Introduction: Econometric Models and Economic Data

CHAPTER TWO. The Simple Linear Regression Model: Estimation

CHAPTER THREE. The Simple Linear Regression Model: Inference

CHAPTER FOUR. The Multiple Linear Regression Model: Estimation

CHAPTER FIVE. The Multiple Linear Regression Model: Inference

CHAPTER SIX. Qualitative Variables

CHAPTER SEVEN. Large Sample Properties or OLS Asymptotics

CHAPTER EIGHT. Mis-Specification Problems and Tests for Mis-specification

CHAPTER NINE. Endogeneity and Instrumental Variable Estimation

CHAPTER TEN. Introduction to Regression Models With Time Series Data

CHAPTER ELEVEN. Regression Models with Time Series: Further Topics

CHAPTER TWELVE. Panel Data Models.