| 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 |
