Course Details
Country:
Spain
Institution:
Universidad Carlos III de Madrid
Course Title:
Econometric Techniques
Course Number:
13650
Course Description:
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.
Language:
English
Approved Equivalent:
ECON 3---
Attachment Files:
