Identifying Data 2022/23
Subject (*) Econometrics Code 611G02019
Study programme
Grao en Administración e Dirección de Empresas
Descriptors Cycle Period Year Type Credits
Graduate 2nd four-month period
Second Obligatory 6
Language
Spanish
Teaching method Face-to-face
Prerequisites
Department Economía
Coordinador
Lodeiro Hermida, Maria Jose
E-mail
maria.lodeiro@udc.es
Lecturers
Lodeiro Hermida, Maria Jose
Rey Graña, Carlota
Siaba Casais, Sabela
E-mail
maria.lodeiro@udc.es
carlota.rey@udc.es
sabela.siabac@udc.es
Web
General description Esta materia, fortemente relacionada coa teoría e a política económica, a estatística e as matemáticas, é unha continuación da Introdución á Econometría impartida no primeiro cuadrimestre, e céntrase, basicamente, en proporcionar un soporte axeitado que permita unha posterior ampliación dos coñecementos no marco da disciplina. A utilización de técnicas de inferencia estatística e a valoración da posible aplicación dos modelos con fins predictivos constitúen unha parte fundamental do temario.

Study programme competencies
Code Study programme competences
A3 Evaluate and foreseeing, from relevant data, the development of a company.
A4 Elaborate advisory reports on specific situations of companies and markets
A6 Identify the relevant sources of economic information and to interpret the content.
A8 Derive, based on from basic information, relevant data unrecognizable by non-professionals.
A9 Use frequently the information and communication technology (ICT) throughout their professional activity.
A10 Read and communicate in a professional environment at a basic level in more than one language, particularly in English
A11 To analyze the problems of the firm based on management technical tools and professional criteria
A12 Communicate fluently in their environment and work by teams
B1 CB1-The students must demonstrate knowledge and understanding in a field of study that part of the basis of general secondary education, although it is supported by advanced textbooks, and also includes some aspects that imply knowledge of the forefront of their field of study
B2 CB2 - The students can apply their knowledge to their work or vocation in a professional way and have competences typically demostrated by means of the elaboration and defense of arguments and solving problems within their area of work
B3 CB3- The students have the ability to gather and interpret relevant data (usually within their field of study) to issue evaluations that include reflection on relevant social, scientific or ethical
B4 CB4-Communicate information, ideas, problems and solutions to an audience both skilled and unskilled
B5 CB5-Develop skills needed to undertake further studies learning with a high degree of autonomy
B10 CG5-Respect the fundamental and equal rights for men and women, promoting respect of human rights and the principles of equal opportunities, non-discrimination and universal accessibility for people with disabilities.
C1 Express correctly, both orally and in writing, in the official languages of the autonomous region
C4 To be trained for the exercise of citizenship open, educated, critical, committed, democratic, capable of analyzing reality and diagnose problems, formulate and implement knowledge-based solutions oriented to the common good
C5 Understand the importance of entrepreneurial culture and know the means and resources available to entrepreneurs
C6 Assess critically the knowledge, technology and information available to solve the problems and take valuable decisions
C7 Assume as professionals and citizens the importance of learning throughout life.
C8 Assess the importance of research, innovation and technological development in the economic and cultural progress of society.

Learning aims
Learning outcomes Study programme competences
Coñecer e utilizar axeitadamente algunhas técnicas de inferencia estatística e comprender os resultados da súa aplicación empírica. A3
A4
A6
A8
B3
B4
B5
C1
Coñecer e valorar a utilidade dos modelos econométricos no campo da predición. A3
A4
A6
A8
B1
C1
C5
C6
Coñecer e aplicar os procedementos do software apropiado para estimar, contrastar e predicir cun modelo de regresión lineal múltiple. A3
A4
A8
A9
A10
B2
C8
Analizar, dende un punto de vista crítico, os resultados da aplicación das técnicas e instrumentos que se utilizan no ámbito da disciplina. A11
A12
B10
C1
C4
C7
C8

Contents
Topic Sub-topic
1. O modelo de regresión lineal clásico. - Revisión das hipóteses e do proceso de estimación.
- Propiedades dos estimadores.
- Análise da bondade do axuste.
2. Inferencia no modelo clásico. - Hipótese de normalidade.
- Distribucións de probabilidade dos estimadores.
- Contrastes de hipóteses para os parámetros.
- Estimación por intervalo.
3. Predición no modelo clásico. - A predición: concepto e clases.
- Predición óptima no modelo clásico.
- Medidas avaliadoras da capacidade predictiva.
- A estabilidade no período de predición.
4. Multicolinealidade. - Concepto.
- Causas e consecuencias.
- Procedementos para detectala.
- Posibles formas de actuar.
- Selección de regresores.

Planning
Methodologies / tests Competencies Ordinary class hours Student’s personal work hours Total hours
Introductory activities A9 B10 C7 C8 1 0 1
Guest lecture / keynote speech A11 B1 B2 B3 B4 B5 B10 C5 C6 C7 C8 17 34 51
Workshop A3 A6 A8 A11 A12 B3 B5 B10 C1 C4 C5 C6 C7 C8 17 42.5 59.5
ICT practicals A4 A6 A10 A11 A12 B5 B10 C1 C4 C8 8 16 24
Objective test A3 A8 A11 2 6 8
 
Personalized attention 6.5 0 6.5
 
(*)The information in the planning table is for guidance only and does not take into account the heterogeneity of the students.

Methodologies
Methodologies Description
Introductory activities Consisten na presentación da materia suxerindo a revisión dalgúns conceptos correspondentes a outras que xa se teñen cursado. Tamén se expoñen detalladamente os resultados da aprendizaxe, as actividades coas que se pretende acadalos e os criterios para a avaliación.
Guest lecture / keynote speech Aínda que se fomentará a participación dos alumnos, cada sesión maxistral consiste na exposición oral dos conceptos e métodos por parte dos profesores. A exposición compleméntase coa utilización de medios audiovisuais e inclúe exemplos e exercicios que permiten destacar as limitacións e as posibilidades dos métodos expostos.
Workshop Cada taller é unha sesión interactiva na que se realizan aplicacións, exercicios, problemas e tarefas prácticas que permiten aos alumnos comprender os fundamentos teóricos da materia e aprender a valorar, dende un punto de vista crítico, os resultados obtidos.
ICT practicals Son sesións interactivas dedicadas á aprendizaxe das ferramentas informáticas apropiadas para efectuar aplicacións empíricas dos métodos expostos nas sesións teóricas.
Objective test Ë unha proba para avaliar o grao de aprendizaxe.

Personalized attention
Methodologies
Workshop
Objective test
ICT practicals
Description
.

Assessment
Methodologies Competencies Description Qualification
Workshop A3 A6 A8 A11 A12 B3 B5 B10 C1 C4 C5 C6 C7 C8 Nestas clases os alumnos deberán resolver e entregar as probas, controis, problemas e cuestions que lles sean propostos, na forma que se detallará ao comenzo do curso. 60
Objective test A3 A8 A11 A proba obxectiva para a avaliación da aprendizaxe combina preguntas conceptuais e de razoamento con outras de contido practico coas que poden achegarse saídas de ordenador para a súa interpretación. 40
 
Assessment comments


Sources of information
Basic Carrascal, U.; González, Y.; Rodríguez, B. (2001). Análisis econométrico con Eviews. Ra-Ma.
Guisán, M.C. (1997). Econometría. McGraw-Hill.
Rey Graña, C. y Lodeiro Hermida, M. (2021). Econometría para entender. https://fee.carlarey.es/
Ramil, M.; Rey, C.; Lodeiro, M.; Arranz, M. (2013). Introducción a la econometría. Teoría y práctica. Reprografía Noroeste, S.L.

Complementary Gujarati, D.; Porter, D. (2010). Econometría. McGraw-Hill.
Wooldridge, J. (2012). Introducción a la econometría. Un enfoque moderno. Thomson.

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Recommendations
Subjects that it is recommended to have taken before
Principles of Microeconomics/611G02001
Principles of Macroeconomics/611G02005
Statistics I/611G02006
Mathematics I/611G02009
Mathematics II/611G02010
Statistics and Introduction to Econometrics/611G02014

Subjects that are recommended to be taken simultaneously

Subjects that continue the syllabus

Other comments

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(*)The teaching guide is the document in which the URV publishes the information about all its courses. It is a public document and cannot be modified. Only in exceptional cases can it be revised by the competent agent or duly revised so that it is in line with current legislation.