Econometrics

Content
The course contains:
• Stochastic limit theory
• Linear algebra
• Data generating processes
• The linear regression model
• The least square estimator
• Hypothesis tests and model selection
• Functional form and structural change
• Nonlinear and nonparametric regression models
• Endogeniety and Instrumental Variable estimation
• The generalized regression model
• Systems of equations
• Models for panel data
• Estimation methodology
• Truncation, censoring and sample selection
• Time series analysis