Fundamentos de econometría intermedia: Teoría y aplicaciones
[Intermediate economics: Theory and applications]
Econometrics is the area of statistics concerned in analyzing economic data, for both economic and business applications. This document, introduces the intermediate concepts of this area, for students already familiarized with basic econometric theory. In particular, topics concerning endogenity, simultaneous equation models, time series and panel data, are discussed. One special contribution of these class notes is that both theory and applications, using Stata® statistical software package, are developed.
|Date of creation:||Jan 2009|
|Date of revision:|
|Publication status:||Published in Apuntes de Clase CEDE 2010.1(2010): pp. 1-414|
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- Mundlak, Yair, 1978. "On the Pooling of Time Series and Cross Section Data," Econometrica, Econometric Society, vol. 46(1), pages 69-85, January.
- J. A. Hausman & W. E. Taylor, 1980.
"Panel Data and Unobservable Individual Effects,"
255, Massachusetts Institute of Technology (MIT), Department of Economics.
- Hausman, Jerry A & Taylor, William E, 1981. "Panel Data and Unobservable Individual Effects," Econometrica, Econometric Society, vol. 49(6), pages 1377-98, November.
- Hausman, Jerry A. & Taylor, William E., 1981. "Panel data and unobservable individual effects," Journal of Econometrics, Elsevier, vol. 16(1), pages 155-155, May.
- repec:cup:cbooks:9780521331494 is not listed on IDEAS
- repec:cup:cbooks:9780521589857 is not listed on IDEAS
- Julio César Alonso & Maria Emma Cantera & Beatriz Orozco, 2006. "Sector Público Y Déficit Fiscal," APUNTES DE ECONOMÍA 003485, UNIVERSIDAD ICESI.
- Bernal Raquel, 2009. "The Informal Labor Market in Colombia: identification and characterization," REVISTA DESARROLLO Y SOCIEDAD, UNIVERSIDAD DE LOS ANDES-CEDE.
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