27629 - Econometrics
450 - Degree in Marketing and Market Research
Compulsory
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.
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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.
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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/).