Organització Industrial (2006) |
Assignatures |
ECONOMETRIA AVANÇADA |
Fonts d'informació |
DADES IDENTIFICATIVES | 2008_09 |
Assignatura | ECONOMETRIA AVANÇADA | Codi | 165091147 | |||||
Ensenyament |
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Cicle | 2on | |||||
Descriptors | Crèd. | Tipus | Curs | Període | ||||
6 | Obligatòria | Segon | Únic anual |
Competències | Objectius d'aprenentatge | Continguts |
Planificació | Metodologies | Atenció personalitzada |
Avaluació | Fonts d'informació | Recomanacions |
Bàsica |
Cameron, A.C. and Trivedi, P.K., Microeconometrics, Cambridge University Press, 2005 , , , |
- Cameron, A.C. and Trivedi, P.K. (2005): Microeconometrics, Cambridge University Press. - Davidson, J. (2000): Econometric Theory, Blackwell. - Hayashi, F. (2000): Econometrics, Princeton University Press. - Mittelhammer, R.C., Judge, G.G. and Miller, D.J. (2000): Econometric Foundations, Cambridge University Press. - Wooldridge, J.M. (2002): Econometric Analysis of Cross Section and Panel Data, The MIT Press. |
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Complementària | |
GMM Hansen, Lars Peter (1982): "Large Sample Properties of Generalized Method of Moments Estimators", Econometrica 50: 1029-1054. Arellano, Manuel and Bond, Stephen (1991): "Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations", The Review of Economic Studies 58: 277-297. Contrastes de especificación I Andrews, Donald W. K. (1988a): "Chi-Square Diagnostic Tests for Econometric Models. Introduction and Applications", Journal of Econometrics 37: 135-156. Andrews, Donald W. K. (1988b): "Chi-Square Diagnostic Tests for Econometric Models: Theory", Econometrica 56: 1419-1453. Contrastes de especificación II Newey, Whitney K. (1985): "Maximum Likelihood Specification Testing and Conditional Moment Tests", Econometrica 53: 1047-1070. Cameron, A. Colin and Trivedi, Pravin K. (1990): "Regression-based tests for overdispersion in the Poisson model", Journal of Econometrics 46: 347-364. Criterios de selección del modelo Cameron, A.C. and F.A.G. Windmeijer (1996): "R-squared measures for count data regression models with applications to health care utilization", Journal of Business and Economic Statistics 14: 209-220. Cameron, A.C. and F.A.G. Windmeijer (1997): "An R-squared measure of goodness of fit for some common nonlinear regression models", Journal of Econometrics 77: 329-342. Quantile regression Koenker, Roger and Bassett, Gilbert (1978): "Regression Quantiles", Econometrica 46: 33-50. Buchinsky, Moshe (1994): "Changes in the U.S. Wage Structure 1963-1987: Application of Quantile Regression", Econometrica 62: 405-458. Quasi-likelihood Gourieroux, C.; Monfort, A.; and Trognon A. (1984a): "Pseudo Maximum Likelihood Methods: Theory", Econometrica 52: 681-700. Gourieroux, C.; Monfort, A.; and Trognon A. (1984b): "Pseudo Maximum Likelihood Methods: Applications to Poisson Models", Econometrica 52: 701-720. Empirical Likelihood and GMM Imbens, Guido W. (1997): "One-Step Estimators for Over-Identified Generalized Method of Moments Models", The Review of Economic Studies 64: 359-383. Imbens, Guido W. (2002): "Generalized Method of Moments and Empirical Likelihood", Journal of Business & Economic Statistics 20: 493-506. Semiparametric methods Robinson, P. M. (1987): "Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form", Econometrica 55: 875-891. Delgado, Miguel A. and Kniesner, Thomas J. (1997): "Count Data Models with Variance of Unknown Form: An Application to a Hedonic Model of Worker Absenteeism", The Review of Economics and Statistics 79: 41-49. |