Guía docente de Econometría (M56/56/1/4)

• Probability Distributions
• Convergence and Central Limit Theorem
• Law of large numbers
• Least square estimation method
• Maximum likelihood estimation method

• A minimal knowledge on Linear Algebra and Calculus is required. Students should be also familiar with basic fundamentals on Statistical Inference all them at B.A. level
•  For graduates accessing the master with degrees different from Economics or Business Management, it is recommended attendance to all the first term subjects, except Economic Analysis Techniques.

• Identify basic concepts of Econometrics and its most prominent economic applications.
• Analyze a strategic situation and obtain good predictions about economic relationships.
• Modelling any behavior as a formal model of Econometrics by using the concepts learnt during the course.
• Apply the most suitable methodology in Econometrics to each particular situation.
• Determine which variables to use in a particular scenario.

1. The Multiple Linear Regression
2. Statistical Properties of the Least Squares Estimator
3. Inference and Prediction
4. The Generalized Regression Model
5. Introduction to Panel Data Models
6. Non Linear Regression and Non Linear Least Squares
7. Maximum Likelihood Estimation
8. Models for Discrete Choice

• Practical cases using  Stata

• William Greene (2008): Econometric Analysis, Prentice Hall, Sixth edition.
• Christopher F. Baum (2006): An Introduction to Modern Econometrics using Stata, Stata Press.

• George G. Judge, William E. Griffiths, R. Carter Hill, Helmut Lütkepohl, Tsoung-Chao Lee (1985): The Theory and Practice of Econometrics, John Wiley
• Davidson R. and Mackinnon (2004): Econometric Theory and Methods. Oxford University Press
• Badi H. Baltagi (1999): Econometrics, Second edition, Springer-Verlag.Binmore, K. (2007). Game theory: a very short introduction. Oxford University Press.
• Wooldridge, J.M. (2013): Introductory Econometrics: a modern approach. 5a Edic. South-Western.
• Hamilton J.D. (1994): Time Series Analysis. Princeton University Press
• Arellano M. (2003): Panel Data Econometric. Oxford University Press.

• http://www.oswego.edu/~kane/econometrics/
• http://epp.eurostat.ec.europa.eu/portal/page/portal/eurostat/home/
• http://www.ine.es/
• http://www.bde.es/webbde/es/

• Article 17 of the UGR Assessment Policy and Regulations establishes that the ordinary assessment session (convocatoria ordinaria) will preferably be based on the continuous assessment of students, except for those who have been granted the right to a single final assessment (evaluación única final), which is an assessment method that only takes a final exam into account.
• In the continuous assessment system, there will be diverse assessment tools, conducted mostly on an ongoing evaluation of the following aspects of the student’s training (the weight of each item in the final assessment is shown in parentheses):
  • Class attending and active participation (25%).Class attending is computed as the percentage of the sessions the student assist. Seminars’ attending specific to this subject is compulsory (if applicable).
  • In class exercise solving with Stata (35%)
  • Final Exam (40%)

• Article 19 of the UGR Assessment Policy and Regulations establishes that students who have not passed a course in the ordinary assessment session (convocatoria ordinaria) will have access to an extraordinary assessment session (convocatoria extraordinaria). All students may take part in this extraordinary assessment session, regardless of whether or not they have followed continuous assessment activities. In this way, students who have not carried out continuous assessment activities will have the opportunity to obtain 100% of their mark by means of an exam and/or assignment.
• Students who failed or do not realise the assessment of the first call (ongoing evaluation or single final assessment) may take a special exam.
• 100% of the grade will correspond to that obtained in a final assessment of the following type:
  • Theory Exam (50%)
  • Practical Exam with Stata (50%)

• Article 8 of the UGR Assessment Policy and Regulations establishes that students who are unable to follow continuous assessment methods due to justifiable reasons shall have recourse to a single final assessment (evaluación única final), which is an assessment method that only takes a final exam into account.
• In order to opt for a single final assessment (evaluación única final), students must send a request, using the corresponding online procedure, to the coordinator of the master’s programme, in the first two weeks of the course or in the two weeks following their enrolment (if the enrolment has taken place after the classes have already begun). The coordinator will communicate this information to the relevant teaching staff members, citing and verifying the reasons why the student is unable to follow the continuous assessment system.
• In this case, the assessment will comprise
  • Theory Exam (50%)
  • Practical Exam with Stata (50%)

INCLUSION and DIVERSITY. In the case of students with disabilities or other specific educational support needs (NEAE), the tutoring system will be adapted to these needs, following the recommendations of the inclusion area at the University of Granada. Departments and centers will establish appropriate measures to ensure that tutorials take place in accessible locations. Additionally, at the request of faculty, support can be requested from the competent unit at UGR for special methodological adaptations.