ECONOMETRIA JOHNSTON PDF

Title, Métodos de econometría. Authors, J. Johnston, J. Dinardo. Translated by, Carles Murillo Fort. Edition, illustrated. Publisher, Vicens-Vives, Title, Métodos de econometría. Vicens Universidad. Author, John Johnston. Editor, Alfonso García Barbancho. Edition, 2. Publisher, Vicens-Vives, Métodos de econometría. Front Cover. John Johnston, Jesús Sánchez Fernández, Alfonso García Barbancho. Vicens-Vives, – Econometrics – pages.

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The course provides an elementary but comprehensive introduction to the practice of econometrics, useful to correctly interpret estimates and tests in dynamic equations. The students will approach model specification strategies through simulations of economic and financial time series.

By the end of the course students will be able to understand and manage univariate linear models estimated by standard econometric software like Excel, EViews and Gretl.

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Students will develop data analysis competencies and critical thinking. The problems faced by the econometrician.

Recall of some concepts from sample estimation and testing theory. Recall of linear algebra.

Métodos de econometría – John Johnston – Google Books

Linear regression model and ordinary least squares. Goodness of fit, test of significance.

Univariate time series models. Stationarity and unit roots tests. Static and dynamic forecasts.

Carrying out an Empirical Project. More detailed information in Italian are available at: Course with sustainable contents University credits of sustainability: Last update of the programme.

PD:Econometria I

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