Teaching GuideTerm
Faculty of Economics and Business
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Máster Universitario en Economía
 Subjects
  Advanced Econometrics
   Sources of information
Basic
• Cameron, A.C. & Trivedi, P. (2005). Microeconometrics: Methods and Applications, Cambridge University Press. Capítulos 4.6, 9, 11, 14, 16, 17, 20, 21, 22, 23, 24 y 25. http://cameron.econ.ucdavis.edu/mmabook/mma.html • Wooldridge, J. M., Introductory Econometrics: A Modern Approach, 4ta Edición, Cenage, Capítulos 13, 14, 17. • Koenker, Roger, and Kevin F. Hallock (2001), Quantile Regression, Journal of Economic Perspectives 15 (4), 143-156. www.econ.uiuc.edu/~roger/research/rq/QRJEP.pdf • Hansen, B. (2018), Econometrics, Chapters 13, 17. https://www.ssc.wisc.edu/~bhansen/econometrics/ • Software básico: Gretl. http://gretl.sourceforge.net/ y R: www.r-project.org. RStudio (Versión Desktop- Open Source Edition): www.rstudio.com, https://cran.r-project.org/web/packages/wooldridge/index.html
Complementary
• Hansen, B. (2018), Econometrics, Chapters 16, 21. https://www.ssc.wisc.edu/~bhansen/econometrics/ • Wooldridge, J. M. (2002), Econometric Analysis of Cross Section and Panel Data, The MIT Press, Cambridge, Massachusetts London, England.
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