Programa

Econometrics I

Licenciatura Bolonha em Economia

Programa

1. Introduction: Conditional distributions Introduction to econometric software (R, Stata, or Python) with exploratory data analysis 2. The Nature of Econometrics and Economic Data 3. Multiple Linear Regression Model: Estimation 4. Multiple Linear Regression Model: Inference 5. Multiple Linear Regression Model: Asymptotic Properties 6. Multiple Linear Regression Model: Additional Problems on Functional Form 7. Heteroskedasticity 8. Multiple Linear Regression Model with Qualitative Information: Binary or Dummy Variables 9. Binary Choice Models