To show the organization of the course that includes this module, follow this link Course organization
Econometrics is based upon the development of statistical methods for estimating economic relationships, testing economic theories, and evaluating and implementing government and business policy. Students will be introduced to basic econometric methods which are relevant in virtually every branch of applied economics.
1. Review of probability and inference
2. The linear regression model: definition and estimation by OLS
3. Inference in the linear regression model
4. Diagnostic tests in the linear regression model: misspecification tests of the conditional mean function, misspecification tests of conditional variance function.
5. Instrumental variables.
6. Limited dependent variable model.
7. Models for panel data.
Textbook:
M. Verbeek, Econometria, Zanichelli 2006.
Lectures: 10 credits, 60 hours.
Software: GRETL, downloadable from http://gretl.sourceforge.net/
Web page
Written examination
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