| Competences |
| Type A | Code | Competences Specific |
| A8 | Use advanced quantitative techniques to develop a research project within the international markets framework (research speciality). | |
| Type B | Code | Competences Transversal |
| CT2 | Make judgements on the basis of the efficient management and use of information. | |
| CT4 | Work in multidisciplinary teams and complex contexts. | |
| CT8 | Develop sufficient independence to work on research projects and scientific and technological ventures within their discipline. | |
| Type C | Code | Competences Nuclear |
| Learning outcomes |
| Type A | Code | Learning outcomes |
| A8 |
Know how to select and apply advanced mathematical and econometric techniques to solve specific problems. | |
| Type B | Code | Learning outcomes |
| CT2 |
Make judgements on the basis of the efficient management and use of information. | |
| CT4 |
Work in multidisciplinary teams and complex contexts. | |
| CT8 |
Develop sufficient independence to work on research projects and scientific and technological ventures within their discipline. | |
| Type C | Code | Learning outcomes |
| Contents |
| Topic | Sub-topic |
| 1- LINEAR REGRESSION MODELS | 1.1. Review of basic concepts |
| 2- HETEROCEDASTICITY | 2.1. Robust inference to Heterocedasticity 2.2. Generalized square minimums |
| 3- INSTRUMENTAL VARIABLES OF ESTIMATION | 3.1. Motivation 3.2. Variables omitted 3.3. The endogeneity tests 3.4. Minimum squares in two stages |
| 4- MODELS WITH VARIABLE DEPENDENT DISCRETE | 4.1. Motivation 4.2. The Logit / Probit models 4.3. The regression models Tobit and Poisson |
| 5- BASIC MODELS FOR PANEL DATA | 5.1. Examples of micro panel data and macro panel data |
| Planning |
| Methodologies :: Tests | ||||||||||
| Competences | (*) Class hours |
Hours outside the classroom |
(**) Total hours | |||||||
| Introductory activities |
|
1 | 1 | 2 | ||||||
| Lecture |
|
11 | 27 | 38 | ||||||
| IT-based practicals |
|
15 | 15 | 30 | ||||||
| Personal attention |
|
1 | 0 | 1 | ||||||
| Extended-answer tests |
|
2 | 2 | 4 | ||||||
| (*) 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 | Introduction to the contents of the subject. |
| Lecture | Exposition of the contents of the subject in the master class. |
| IT-based practicals | Individual and group practices in the computer classroom. |
| Personal attention | Tutoring. |
| Personalized attention |
| Description |
| Individual tutorials |
| Assessment |
| Methodologies | Competences | Description | Weight | |||||
| IT-based practicals |
|
Weekly exercises using econometric software (Gretl) | 10% | |||||
| Extended-answer tests |
|
Final exam of all the contents of the subject | 90% | |||||
| Others |
| Other comments and second exam session | |||
|
The second call will consist of an exam of all the contents of the subject (100% of the final grade). |
|||
| Sources of information |
| Basic |
Wooldridge J.M, Introductory Econometrics:A Modern Approach, 2nd edition, Thomson, 2003 |
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Wooldridge J.M., Introductory Econometrics:A Modern Approach, 2nd edition, Thomson, 2003 |
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| Complementary | |||||||||
| Recommendations |
(*)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.