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Econometric Techniques
概述
CEA CAPA Partner 机构: Universidad Carlos III de 马德里
地点: 马德里,西班牙
Primary Subject Area: 经济学
Instruction in: 英语
课程代码: 13650
Transcript Source: Partner 机构
Course Details: 300级
Recommended Semester Credits: 3
联系时间: 42
描述
The basic contents of the course are:
- Characteristics of time series data.
- Univariate statitionary models.
- Forecasting and model selection.
- The linear regression model with autocorrelated error: robust inference.
- Dynamic single-equation econometric models: endogeneity problems. Instrumental variables solutions (Two Step Least Squares). Endogeneity tests.
- Dynamic multi-equation models (VAR) and causality analysis.
- Non stationary processes: trend-cycle decomposition.
- Regression with nonstationary variables: testing different economic theories.
- Characteristics of time series data.
- Univariate statitionary models.
- Forecasting and model selection.
- The linear regression model with autocorrelated error: robust inference.
- Dynamic single-equation econometric models: endogeneity problems. Instrumental variables solutions (Two Step Least Squares). Endogeneity tests.
- Dynamic multi-equation models (VAR) and causality analysis.
- Non stationary processes: trend-cycle decomposition.
- Regression with nonstationary variables: testing different economic theories.
