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Teaching GuideTerm Faculty of Economics and Business |
| Máster Universitario en Economía |
 Subjects |
| Advanced Econometrics |
| Contents |
| Identifying Data | 2020/21 | |||||||||||||
| Subject | Advanced Econometrics | Code | 611532027 | |||||||||||
| Study programme |
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| Descriptors | Cycle | Period | Year | Type | Credits | |||||||||
| Official Master's Degree | 2nd four-month period |
First | Optional | 3 | ||||||||||
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| Topic | Sub-topic |
| Lecture 1.- Models of limited dependent variables and corrections in the sample selection | 1.1. Logit and probit models for binary response 1.2. The tobit model for corner solutions 1.3. The Poisson regression model 1.4. Censored and truncated regression models 1.5. Corrections of the sample selection |
| Lecture 2.- Panel data models | 2.1. Combination of cross sections in time: simple methods for panel data 2.1.1. Independent combination of cross sections over time 2.1.2. Analysis of panel data for a period of two years 2.1.3. Differentiation with more than two periods 2.2. Advanced methods for panel data 2.2.1. Estimation of fixed effects 2.2.2. Random effects models 2.2.3. Application of panel data methods to other data structures |
| Lecture 3.- Quantile regression and other econometric techniques. Spatial econometric models. | 3.1. Quantile regression 3.2. Bootstrap 3.3. Nonparametric regression 3.4. Spatial econometric models |
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