Econometric Techniques

Engineering & Social Sciences Program
Madrid, Spain

Dates: 8/28/22 - 12/23/22

Engineering & Social Sciences

Econometric Techniques

Econometric Techniques Course Overview

OVERVIEW

CEA CAPA Partner Institution: Universidad Carlos III de Madrid
Location: Madrid, Spain
Primary Subject Area: Economics
Instruction in: English
Course Code: 13650
Transcript Source: Partner Institution
Course Details: Level 300
Recommended Semester Credits: 3
Contact Hours: 42

DESCRIPTION

The basic contents of the course are:
- Characteristics of time series data.
- Univariate statitionary models.
- Forecasting and model selection.
- The linear regression model with autocorrelated error: robust inference.
- Dynamic single-equation econometric models: endogeneity problems. Instrumental variables solutions (Two Step Least Squares). Endogeneity tests.
- Dynamic multi-equation models (VAR) and causality analysis.
- Non stationary processes: trend-cycle decomposition.
- Regression with nonstationary variables: testing different economic theories.


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