Econometrics

The course of econometrics has as main target : • To introduce the knowledge and techniques that enable students to learn about economic phenomena and to quantify and assess the statistical methods of financial relationship of economic units and markets. • To introduce and analyze the necessary tools for monitoring and evaluating econometric and forecasting models. • To introduce the analysis of time series.

Objectives

Upon successful completion of the course the student is expected to: 1. Specialization an econometric model. 2. Assess a classical linear model. 3. Controls and evaluate an econometric model. 4. Believes - check the time series models and make predictions.

Prerequisites

They do not exist.

Syllabus

Appraisers and Properties Sampling Theory. Appraisers. Properties Small and large samples. Effectiveness. Adequacy. Regression. Econometrics. Manufacturing process and control model. Simple linear regression equation. Linear regression. Method of least squares. Multiple Regression Multiple Linear Regression. Results of Multiple Regression. Time Series Analysis Time Series Analysis. Stochastic Processes. Autocorrelation function and partial autocorrelation. White Noise (White Noise). Models ARMA (p, q). Stagnation. Testing for a unit root. Check for a higher degree of integration. Rating ARIMA models the methodology Box - Jenkins. Diagnostic Test. Forecast models ARIMA. Formulation of Model ARCH.