| Center |
| Faculty of Economics |
| Departament |
| Economic Analysis |
| Lecturers in charge |
| Sin datos cargados |
| Met. Docent |
| Theory class attendance and practical class work. Coordinator: Bernardi Cabrer Borrás |
| Met. Avaluació |
| Final examination and project work |
| Bibliografia |
| Aznar A. Y Trivez J.(1993) Métodos de predicción en economía. Edit Ariel Madrid. Engle R. y Granger C. W. (1987): ôCointegration and Error correction: presentation, estimation and testingö. Econometrica, 55, 251-276. EViews 4.0 (2000) UserÆs Guide, Quantitative Micro Software, LLC, Irvine,CA. Greene, W.H. (1999): Análisis econométrico. 3ª edición. Prentice-Hall, Madrid. Gujarati, D.N. (1997) Econometría, McGraw-Hill, México, D.F. |
| Continguts |
| The objective of the subject is to complete the student's training in topics related with Econometrics. Throughout the course practical cases will be assigned that the students will have to solve carrying out research and applying the econometric techniques that will be explained in the theoretical and practical classes. PROGRAM: FIRST PART: ANALYSIS OF TEMPORARY SERIES Topic 1. Introduction. Topic 2. Models of regular temporary series ARMA). Topic 3. Models of seasonal temporary series (SARMA). Topic 4 integrated Models of temporary series. Topic 5 Models of temporary series. Topic 6. Some extensions of the models of temporary series. Topic 7. Integration, cointegration and model of vectorial autoregression. (VAR). SECOND PART: EXTENSIONS OF ECONOMETRIC MODELS. Topic 8 Models of related equations(SURE). Topic 9 Models of panel data. Topic 10 Models of variable endogenous dictonomy. . |