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|
|Publication status:||Published in Apuntes de Clase CEDE 2010.1(2010): pp. 1-414|
|Contact details of provider:|| Postal: Ludwigstraße 33, D-80539 Munich, Germany|
Web page: https://mpra.ub.uni-muenchen.de
More information through EDIRC
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Gourieroux,Christian, 2000. "Econometrics of Qualitative Dependent Variables," Cambridge Books, Cambridge University Press, number 9780521589857, December.
- Bernal Raquel, 2009. "The Informal Labor Market in Colombia: identification and characterization," REVISTA DESARROLLO Y SOCIEDAD, UNIVERSIDAD DE LOS ANDES-CEDE, September.
- Mundlak, Yair, 1978. "On the Pooling of Time Series and Cross Section Data," Econometrica, Econometric Society, vol. 46(1), pages 69-85, January.
- Hausman, Jerry A & Taylor, William E, 1981.
"Panel Data and Unobservable Individual Effects,"
Econometric Society, vol. 49(6), pages 1377-1398, November.
- Gourieroux,Christian, 2000. "Econometrics of Qualitative Dependent Variables," Cambridge Books, Cambridge University Press, number 9780521331494, December.
- Julio César Alonso & Maria Emma Cantera & Beatriz Orozco, 2006. "Sector Público Y Déficit Fiscal," APUNTES DE ECONOMÍA 003485, UNIVERSIDAD ICESI.
When requesting a correction, please mention this item's handle: RePEc:pra:mprapa:37183. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Joachim Winter)
If references are entirely missing, you can add them using this form.