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de SOUZA E. - Econometrics II (30h)

The purpose of the course is to provide you with a practical working knowledge together with the necessary theoretical underpinnings of certain contemporary econometric methods used in the analysis of economic policy and behaviour. Such tools are used nowadays in fields as microeconometrics, public policy analysis, macroeconomics, industrial economics, labour economics, regional economics, financial economics and so on. The aim is to develop an appropriate modelling strategy. Emphasis is placed on the practice of econometrics

The following topics are covered in the course:

  1. Maximum Likelihood Estimation
  2. Econometric Evaluation of Policy Interventions
  3. Limited Dependent Variable Models
  4. Generalised Method of Moments
  5. Linear Systems and Vector Autoregressions (VARs)
  6. Dynamic Panel Data Models
  7. Non-Stationarity and Cointegration
  8. Cointegration In Systems
  9. Simultaneous Equation Systems and Structural VARs

For more information, please consult the ECTS Card.