![]() ![]() The textbook by Mittelhammer (1995) provides a good account of what is needed. sampling distributions, pointwise estimators: method of moments and maximum likelihood methods, interval estimators, asymptotic inferences and hypothesis testing, is asumed. ![]() Also, a good knowledge on the basic concepts of statistical inference i.e. In particular, it is assumed that the basic probability tools regarding properties of random variables on Euclidean spaces, transformations of random variables, conditional distributions, and stochastic convergence of random variables, are well understood. Econometrics I assumes that the student possesses the required background in Probability and Statistical inference provided by the Statistics course taught in the first term. The sequence in Econometrics in the PhD Program at Universidad Carlos III de Madrid consists on three compulsory courses in the first year: Statistics, and Econometrics I and II. Asymptotic properties of 2SLS estimator.Ħ.2. Instrumental Variables and Two-Stage Least Squares (2SLS). Instrumental variables estimation of single-equation linear models 6.1. Parametric tests: Wald, LM and LR principles. Inference in the linear regression model 3.1. The classical linear regression model 2.1. Causal relations and ceteris paribus analysis. ![]() in Economics Second Term, 2014-2015Ĭésar Alonso-Borrego Office 15.2.55 Phone e-mail ECONOMETRICS I Universidad Carlos III de Madrid Ph.D.
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