| Competences |
| Type A | Code | Competences Specific |
| Common | ||
| AC1 | Adquirir coneixements avançats per analitzar teòrica i empíricament la realitat econòmica. (C) | |
| AC2 | Manejar les tècniques economètriques a l'ús per contrastar empíricament prediccions teòriques. (C) | |
| Professional | ||
| Research | ||
| AR1 | Utilitzar la modelització econòmica de manera que pugui comprendre els estudis acadèmics d'una determinada àrea econòmica i proposar modificacions, aplicacions i extensions. (I) | |
| AR2 | Plantejar preguntes concretes i rellevants en algun camp de l'Economia i les estratègies investigadores adequades per respondre-les. (I) | |
| Type B | Code | Competences Transversal |
| Common | ||
| BC3 | Critical, logical and creative thinking, and an ability to innovate | |
| BC4 | Autonomy, responsibility and initiative | |
| BC6 | Clear and effective communication of information, ideas, problems and solutions in public or a specific technical field | |
| Type C | Code | Competences Nuclear |
| Common | ||
| CC2 | Be advanced users of the information and communication technologies | |
| CC3 | Be able to manage information and knowledge | |
| CC4 | Be able to express themselves correctly both orally and in writing in one of the two official languages of the URV | |
| CC6 | Be able to define and develop their academic and professional project | |
| Learning aims |
| Objectives | Competences | ||
| Conocer los fundamentos de la teoría de la estimación sobre la que se construyen la mayoría de los modelos econométricos empleados en el trabajo aplicado. | AC1 AC2 AR1 AR2 |
BC3 |
CC6 |
| Utilizar las técnicas de computación necesarias para aplicar el conocimiento teórico en el análisis de datos económicos. | AC1 AC2 AR1 AR2 |
BC3 BC4 BC6 |
CC2 CC3 CC4 CC6 |
| Contents |
| 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 |
| Planning |
| Methodologies :: Tests | |||||||||
| Competences | (*) Class hours | Hours outside the classroom | (**) Total hours | ||||||
| Introductory activities |
|
1 | 0 | 1 | |||||
| Lecture |
|
19 | 30 | 49 | |||||
| Laboratory practicals |
|
8 | 10 | 18 | |||||
| Personal tuition |
|
5 | 0 | 5 | |||||
| Extended-answer tests |
|
2 | 0 | 2 | |||||
| (*) On e-learning, hours of virtual attendance of the teacher. (**) The information in the planning table is for guidance only and does not take into account the heterogeneity of the students. | |||||||||
| Methodologies |
| Description | |
| Introductory activities | Presentacion del curso, metodologías, etc. |
| Lecture | Analisis y presentación de materiales. Discusión de resultados |
| Laboratory practicals | Exposición de resumenes críticos de las lecturas recomendadas. |
| Personal tuition | Temps per a resoldre dubtes als estudiants. |
| Personalized attention |
|
|
| Assessment |
| Description | Weight | ||
| Laboratory practicals | Ejercicios semanales utilizando software econométrico. |
10% | |
| Extended-answer tests | Un examen escrito al finalizar del curso | 90% | |
| Other comments and second exam session | |||
|
La segona convocatòria consistirà en un examen final que val el 100% de la nota. |
|||
| Sources of information |
| Basic |
Greene W.H., Econometric Analysis, 3rd Edition, |
||||||||
- WooldridgeJ.M. (2003), Introductory Econometrics: A Modern Approach, 2nd edn, Thomson. |
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| Complementary | |||||||||
| Recommendations |
| Subjects that it is recommended to have taken before | ||
|
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(*)The teaching guide is the document in which the URV publishes the information about all its courses. It is a public document and cannot be modified. Only in exceptional cases can it be revised by the competent agent or duly revised so that it is in line with current legislation.