Temario de la asignatura
Estos bloques orientan el estudio. Adaptamos las clases al programa y al material que estés trabajando.
1
Statistical review for econometric analysis
- Population, sample and random variables
- Expected value, variance, covariance and correlation
2
Basic concepts and estimators in econometrics
- Elements of an econometric model
- Unbiasedness, efficiency, consistency and sufficiency
3
Simple and multiple linear regression
- Ordinary least-squares estimation
- Interpretation, goodness of fit and Gauss-Markov properties
4
Statistical inference in regression models
- Individual and joint hypothesis tests
- Confidence intervals and model evaluation
5
Functional form, scaling and dummy variables
- Transformation of variables
- Qualitative variables and interaction effects
6
Estimation problems and applied work with R
- Detection of violations of model assumptions
- Coding, output analysis and economic interpretation