Advanced Topics on Econometrics - NMEK563
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Last update: T_KPMS (05.05.2015)
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Last update: T_KPMS (10.05.2013)
Presentation of advanced methods of econometrics. |
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Last update: T_KPMS (10.05.2013)
Drymes, P.J.: Mathematics for Econometrics. Springer Verlag, New York, 1984
Drymes, P.J.: Topics in Advanced Econometrics. Springer Verlag, New York, 1994
Fomby, T.B., Hill, R.C., Johnson, S.R.:Advance Econometric Methods. Springer Verlag, New York, 1984 |
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Last update: T_KPMS (10.05.2013)
Lecture. |
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Last update: T_KPMS (10.05.2013)
1. Linear regression model.
2. Estimation of regression parameters.
3. M-estimators and efficient estimators.
4. Consistency and speed of convergence of these estimators.
5. Linear regression model adapted for economical applications.
6. Error dependence in linear regression model.
7. Autoregressive model.
8. Censored linear regression model. |