Checking date: 30/11/2021


Course: 2021/2022

Advanced statistical methods
(16644)
Study: Dual Bachelor in International Studies and Political Science (320)


Coordinating teacher: MOLINA PERALTA, ISABEL

Department assigned to the subject: Department of Statistics

Type: Electives
ECTS Credits: 6.0 ECTS

Course:
Semester:




Requirements (Subjects that are assumed to be known)
Estadística para las Ciencias Sociales I: Introducción a la Estadística Estadística para las Ciencias Sociales II: Técnicas multivariantes
Objectives
LEARNING RESULTS · Applied knowledge to construct models which analyze the causal relations between variables. · Applied knowledge to construct models which contrast hypothesis and predict. · Applied knowledge to evaluate and criticize different approaches to analyzing a research problem. · Applied knowledge to reply quantitatively, using empirical research, to questions about how independent variables influence levels and variations of dependent variables. · Knowledge to reproduce and critically evaluate existing empirical studies in the context of Social Sciences.
Skills and learning outcomes
Description of contents: programme
1. Introduction 2. Survey sampling 2.1. Survey techniques 2.2. Estimation of socio-economic indicators based on survey data 3. Panel data analysis: models with fixed effects 3.1. Model fitting and prediction 3.2. Analysis of socio-economic indicators based on panel data 4. Panel data analysis: models with random effects 4.1. Model fitting and prediction 4.2. Estimation of socio-economic indicators based on panel data 5. Heterocedasticity and serial correlation in panel data. 5.1. Models with heteroscedasticity 5.2. Models with serial correlation 6. Evaluation of the effects of public interventions 6.1. Modeling the effects of public interventions 6.2. Causality
Learning activities and methodology
Competences will be acquired by students through theoretical lectures, realization of a project, laboratories and resolution of problems.
Assessment System
  • % end-of-term-examination 60
  • % of continuous assessment (assigments, laboratory, practicals...) 40
Calendar of Continuous assessment
Basic Bibliography
  • Arellano, M.. Panel Data Econometrics. OUP Oxford. 2003
  • Baltagi, B.H.. Econometric Analysis of Panel Data. John Wiley & Sons Inc. 2013
  • Biorn, E.. Econometrics of Panel Data: Methods and Applications. OUP Oxford. 2016
  • Cochran, W. . Sampling Techniques, 3rd Edition. John Wiley.. 1977
  • Lohr, S.. Sampling: Design and Analysis. Duxbury. 1999
  • Scheaffer, R.L., Mendenhall, W., Ott, L. and Gerow, K.G.. Elementary Survey Sampling. Cengage Learning, Inc. 2010
  • Tillé, Y.. Sampling Algorithms. Springer. 2002
  • Wooldridge, J.M. Econometric Analysis of Cross Section and Panel Data. The MIT Press. 2010

The course syllabus may change due academic events or other reasons.