Educational guide Faculty of Economics and Business |
english |
Economics (2012) |
Subjects |
ADVANCED ECONOMETRICS |
Contents |
IDENTIFYING DATA | 2014_15 |
Subject | ADVANCED ECONOMETRICS | Code | 16635202 | |||||
Study programme |
|
Cycle | 2nd | |||||
Descriptors | Credits | Type | Year | Period | ||||
3 | Optional | AN |
Competences | Learning aims | Contents |
Planning | Methodologies | Personalized attention |
Assessment | Sources of information | Recommendations |
Topic | Sub-topic |
1-MAXIMUM LIKELIHOOD ESTIMATION | Linear, binary and GARCH models |
2-TWO-STAGE LEAST SQUARES | Time series vs. pooled cross section and panel data models |
3-VECTOR AUTOREGRESSIVE (VAR) MODELS | Applications to macroeconomics |