Econometrics I (1 º Sem 2019/2020)
ECO , ECN , FIN , GES , MNG , MAEG
Program
- Classical linear regression model.
- Algebraic aspects of the least squares method.
- Properties of the least squares estimator in small and large samples.
- Hypothesis testing in small and large samples.
- Functional form and structure changes.
- Generalized linear regression model.
- Algebraic aspects of the least squares method.
- Properties of the least squares estimator in small and large samples.
- Hypothesis testing in small and large samples.
- Functional form and structure changes.
- Generalized linear regression model.