1. Academic year 2017-2018 Prof. Antonio Montañés
Econometrics
Academic year
Prof. Antonio Montañés

2. Course objective
Learn to estimate causal relationships between economic variables
Interpret this causal models in economic terms
Predict the future evolution of economic variables

3. Contents Theme 1. Introduction Part I. The General Linear Model
Theme 2. Specification and estimation
Theme 3. Validation
Theme 4. Prediction
Part II. Some extensions of the GLM
Theme 5. Functional Form
Theme 6. Multicollinearity
Theme 7. Generalized Least Squares
Theme 8. Autocorrelation
Theme 9. Heteroskedasticity

4. Organization Monday: theoretical class at room M-2
Tuesday: practical class at room Info 2 (computer room).
We will use GRETL

5. Bibliography
Econometric Analysis, 2011, (7th Edition) W. H. Greene, Prentice-Hall
Slides included in the web page of the course
- Notes (mostly written in Spanish)

6. Evaluation
We will have two partial exams (PEI and PEII) at the end of parts I (November) and II (January). Computer.
We will have a Final Exam (FE). No computer.
The final grade will be obtained as follows:
Final Gradei = max{Ci, FEi}
with
Ci = 0,2 * PEIi + 0,2 * PEIIi + 0,6*FEi
FEi = Final Exam score of the i-th student
PEIi = Partial Exam I score of the i-th student
PEIIi = Partial Exam II score of the i-th student

7. Tutorials
Please be free to come to my office at the moment you have an econometric doubt.
Tutorials:
Wednesday: 10:00-14:00
Friday: 11:00-13:00