Guia docente 2021_22
Facultad de Ciencias Económicas y Empresariales
Degree in Economics
 Subjects
  Econometrics I
   Contents
Topic Sub-topic
TOPIC 1: Econometric Modeling Definition of Econometrics. Steps in empirical economic analysis. The structure of economic data
TOPIC 2: The Classical Linear Regression Model

Model specification. Assumptions. Mechanics and interpretation of Ordinary Least Squares. Properties of estimators. Goodness-of-fit. Hypotheses testing. Confidence intervals. Prediction. Dummy variables. Specification and data problems (omitted variable bias; inclusion of irrelevant variables; proxy variables; multicollinearity).
TOPIC 3: Violations of the Classical Assumptions


Analysis, consequences, diagnosis and possible solutions of non-compliance with classical hypotheses (heteroskedasticiy; autocorrelation; stochastic explanatory variables...)
Universidade de Vigo            | Rectorado | Campus Universitario | C.P. 36.310 Vigo (Pontevedra) | España | Tlf: +34 986 812 000