EECO-5222 Quantitative Methods II
Multiple regression analysis: Matrix approach model specification and estimation. Prove of hypothesis, prediction and adjustment. Functional forms. Minimum restricted squares. Qualitative independent variable models: Classic regression assumption model violation. Maximum verisimilitude estimation method, limited dependent variables models: Lineal probability models, logit, probit and Poisson. Panel data: Combined data minimum squared model. Fixed and random effect models. Prove of contrast. Time series: stationary stochastic procedure. Correlogram. Prove of unit root. Cointegration.
Instructor
Sanudo Guillermo
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