Econometrics

Themes: 

1. Introduction

2. Simple Linear Regression

3. Multiple Linear Regression

4. Statistical Inference for Multiple Linear Regression

5. Specification Issues in Multiple Linear Regression

6. Autocorrelation, Heteroscedasticity and no normality

7. Qualitative Variables and Multiple Linear Regression

References: 
  • Angrist, Joshua David, Jörn-Steffen Pischke, and Jörn-Steffen Pischke. Mostly harmless econometrics: an empiricist's companion.  Princeton: Princeton University Press, 2009.

  • Cameron, Adrian Colin, and Pravin K. Trivedi. Microeconometrics using Stata. College Station, TX: Stata press, 2009

  • Dougherty, Christopher. Introduction to econometrics. Oxford University Press, 2011.

  • Verbeek, Marno. A guide to modern econometrics. John Wiley & Sons, 2008.

  • Wooldridge, Jeffrey M. (2013), Introductory Econometrics: A Modern Approach, 5th Edition. Cengage Learning.

 

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