Econometrics I

Code: PECO6021
Course: Doctorate in Economics
Credits: 4
Hourly load: 60
Syllabus: Classical linear regression model: ordinary least squares method; inference; problems with errors in the independent variables, autocorrelation in residuals, multicollinearity, heteroskedasticity, and model misspecification. Generalized linear regression model. Models for panel data. Models for qualitative dependent variables.
Bibliography: GREENE, W. H. Econometric analysis. 7 ed. New York: Pearson Prentice Hall, 2017. (livro base)
MONTGOMERY, D. C.; PECK, E, A.; VINING, G. G. Introduction to linear regression analysis. 4 ed. New Jersey: Wiley Interscience, 2006.
WOOLDRIDGE, J. M. Econometric analysis of cross section and panel data. Cambridge, Mass: MIT Press, 2002.