Última actualización: 07/09/2020

English version

Curso Académico: 2020/2021

Temas de Econometría A
(16868)
Máster Universitario en Análisis Económico/ Master in Economics Analysis (Plan: 405 - Estudio: 68)
Escuela de Economía y Ciencia Política


Coordinador/a: DELGADO GONZALEZ, MIGUEL ANGEL

Departamento asignado a la asignatura: Departamento de Economía

Tipo: Optativa
Créditos: 4.0 ECTS

Curso: 2º
Cuatrimestre: 2º



Requisitos (Asignaturas o materias cuyo conocimiento se presupone)
Econometría I, Econometría II y Econometría III
Objetivos
Esta asignatura cubre tópicos avanzados de teoría econométrica y estadística que no son estudiados con la suficiente profundidad en los cursos anteriores, proporcionando herramientas clave para el desarrollo de investigación en metodología econométrica. Su contenido se determina de acuerdo a la actualidad de los temas y cubrirán materias como inferencia e identificación no paramétrica y semiparamétrica, procesos estocásticos, inferencia basada en procesos empíricos, métodos bootstrap en Econometría y contrastes de especificación.
Descripción de contenidos: Programa
1. Inferencia sobre densidades de Lebesgue y curvas de regresión. 2. Inferencia en modelos semiparamétricos utilizando suavizado. 3. Pruebas de especificación utilizando datos agrupados: pruebas de Chi-cuadrado. 4. Pruebas de especificación omnibus: procesos empíricos y suavizado.
Sistema de evaluación
  • Peso porcentual del Examen Final 50
  • Peso porcentual del resto de la evaluación 50

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