Programa

Econometrics II

Licenciatura Bolonha em Economia

Programa

1. Basic Regression Analysis with Time Series Data 2. Further Issues in Using OLS with Time Series Data 3. Serial Correlation and Heteroskedasticity in Time Series Regressions 4. Advanced Time Series Topics 5. Simple Panel Data Methods 6. Advanced Panel Data Methods 7. The instrumental variables method and the two-step least squares estimator