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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Review of Economic Studies, Other objectives include the specific purpose of getting the student has basic knowledge about one of the key pieces of the subject: The students will approach model specification strategies through simulations of economic and financial time series.

Learning objectives The aim of the modul is to provide some more advanced methodological tools of econometrics.

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. Static and dynamic forecasts.

This website also uses third-party cookies. Prerequisites The modul content starts from the topics of Econometrics mandatory in the first year. Metodi didattici Il modulo consiste in 2cfu che equivalgono a 14 ore di lezioni frontali. The aim of the modul is to provide some more advanced methodological tools of econometrics.


Metodos econometricos – J. Johnston – Google Books

Basic knowledge of descriptive and inferential statisticsis required. Pearson Prentice-Hall Gujarati, Damodar. 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.

Detailed program First section: Analysis of panel data. Textbooks and Reading Materials A textbook of basic enonometrics, for example: In particular, topics concerning endogenity, simultaneous equation models, time series and panel data, are discussed.

Estadística y Machine Learning con R

Econometric theory and methods. Test di Breusch-Pagan e cenni al test di White.

Misspecification of the explanatory variables. Teorema di Gauss-Markov senza dimostrazione. Sono necessarie competenze di base di statistica descrittiva ed inferenziale. Introduction to the specification errors in a regression model.

Fundamentos de econometría intermedia: Teoría y aplicaciones – Munich Personal RePEc Archive

Universitat Obertura de Catalunya. Teorema di Gauss-Markov senza dimostrazione -Distribuzione degli stimatori dei coefficienti di regressione -Interpretazione geometrica del metodo dei minimi quadrati Seconda parte: Econometric models and econometric forecasts. The informal labor in Colombia: Modelos autorregresivos y modelos con retardos escalonados. More detailed information in Italian are available at: Statistical properties and comparison with OLS estimations.


The multiple linear regression model in deviations. Applied econometric time series. The problems faced by the econometrician. Krugman, P y Obstfeld, M. Thus, it is intended that the student ends up with a knowledge which are settled on the basic assumptions of MLRM and what are its main implications, and some of the main problems associated to them.

All papers reproduced by permission.

People search Structures search Rooms search Meeting and event spaces search Course search. Evaluation Criteria The student’s final grade will be calculated as follows: Econometria I Codi de l’assignatura: Durbin-Watson Test – How to model the regressors correlated with the errors – Definition and features of IV Instrumental Variables estimators – Methods to jihnston the multicollinearity in the regressors Third section: