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Teaching GuideTerm Faculty of Economics and Business |
| Grao en Economía |
 Subjects |
| Econometrics II |
| Contents |
| Identifying Data | 2021/22 | |||||||||||||
| Subject | Econometrics II | Code | 611G01027 | |||||||||||
| Study programme |
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| Descriptors | Cycle | Period | Year | Type | Credits | |||||||||
| Graduate | 2nd four-month period |
Third | Obligatory | 6 | ||||||||||
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| Topic | Sub-topic |
| 1) The generalized linear regression model (GLRM). |
1.1 Model hypothesis. Consequences of the OLS estimation of this model. 1.2 Generalized least squares estimators (GLS). Obtaining. 1.3 Heteroscedasticity: structure, causes, contrasts, estimation and prediction. 1.4 Autocorrelation: structure, causes, contrasts, estimation and prediction. |
| 2) Dummy variables in econometric models. | 2.1. Definition and incorporation into the model. 2.2. Sample stability tests. |
| 3) Simultaneous equation models. | 3.1. Introduction. Expression of the model. 3.2. Hypotheses that define it. 3.3. Properties of OLS estimators. Instrumental variables estimation (VI). 3.4. Two-stage least squares estimation (MC2E). |
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