Econometrics II
Course categoryGraduação
This Econometrics course is taught entirely in English. The purpose is to equip the student with intermediate knowledge of econometrics, including the following:
Multicolinearity, heteroscedasticity and residual autocorrelation. Regression analysis prediction. Models with binary dependent variables: Probit and Logit models. Models with limited dependent variable: the Tobit model. Estimation with instrumental variables. Simultaneous equations models. Introduction to panel models.
Teacher: Daniel de Araujo Joao Roland