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Vyučující
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Bertoli Simone, prof.
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Vollmer Sebastian
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Mourji Fouzi
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Obsah předmětu
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After an introduction on the various forms of data transformations, we will study the notions of stationarity, unit roots, and the corresponding tests. Next classes will focus on cointegration, and how to build models and interpret results. Finally, we will analyze methods and models applicable to panel data.
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Studijní aktivity a metody výuky
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nespecifikováno
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Výstupy z učení
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The goal of this course is to study the econometric methods used for macroeconomic analysis (time series and panel data analysis).
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Předpoklady
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nespecifikováno
MRS/UPRM
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Hodnoticí metody a kritéria
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nespecifikováno
written exam
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Doporučená literatura
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Asteriou, D., & Hall, S. G. (2015). Applied econometrics. Macmillan International Higher Education.
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Enders, W. (2015). Applied econometric time series fourth edition.
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Wooldridge, J. M. (2015). Introductory econometrics: A modern approach. Cengage learning.
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