Syllabus query



Academic Year/course: 2017/18

450 - Degree in Marketing and Market Research

27629 - Econometrics


Syllabus Information

Academic Year:
2017/18
Subject:
27629 - Econometrics
Faculty / School:
109 - Facultad de Economía y Empresa
Degree:
450 - Degree in Marketing and Market Research
ECTS:
6.0
Year:
3
Semester:
Second semester
Subject Type:
Compulsory
Module:
---

5.1. Methodological overview

The methodology followed in this course is oriented towards achievement of the learning objectives. It favors the understanding of the different econometrics processes. A wide range of teaching and learning tasks are implemented, such as theory sessions, Computer practices, and tutorials.

Students are expected to participate actively in the class throughout the semester.

Classroom materials will be available via Moodle. These include a repository of the lecture notes used in class, the course syllabus, as well as other course-specific learning materials.

Further information regarding the course will be provided on the first day of class.

 

5.2. Learning tasks

The course includes 6 ECTS organized according to:

- Theory sessions (3 ECTS): 75 hours.

- Laboratory sessions (3 ECTS): 75 hours.

Theory sessions: lecture notes and a series of problems (and its solutions) will be available for the students. At the end of each topic, some of the problems will be solved in class by the professor and the rest will be done individually..

Computer practices sessions: these 2-hour sessions take place every  week. Students are provided with the practical exercises' instructions to be done as well as a theoretical introduction to the session's contents.

                                               

5.3. Syllabus

The course will address the following topics:

Theory sessions

Section 1: Introduction

Topic 1. What is Econometrics?

Topic 2. Econometrics Models and Method

 

Section 2: Linear Regression

Topic 1. Specification and Classical Regression Assumption

Topic 2. Estimation and Properties

Topic 3. Interpretation of Ordinary Least Square

Topic 4. Effect of Data Scaling on OLS Statistic

 

Section 3: Inference

Topic 1. Meassures for Model Fit

Topic 2. Test about a single Constraint

Topic 3. Test about  several constraints

 

Section 4: Model Checking

Topic 1. Test for Misspecification

Topic 2. Test for Structural Stability.

Topic 3. Test for Heteroskedasticity

 

Section 5: Linear Probability Model

Topic 1. Specification and Interpretation of LMP

Topic 2. Main Linear Probability Model Problem.

Section 6: Logistic Probability Model

Topic 1. Specification and Interpretation of Logit Model

Topic 2. Criteria for Model Selection.

 

5.4. Course planning and calendar

For further details concerning the timetable, classroom and further information regarding this course please refer to the "Facultad de Economía y Empresa, Universidad de Zaragoza" website (https://econz.unizar.es/).