Econometría

Synopsis of Econometría

This book, titled 'Econometrics', is the second edition of a manual designed to serve as a textbook and global reference for users of econometric methods. Its content is updated and incorporates the latest econometric developments. It begins with a summary of statistical knowledge and matrix calculus, covering the basic aspects of the general linear model: efficient estimation and inference, autocorrelation, heteroscedasticity, and multicollinearity. It includes chapters on regression with non-stationary variables, panel data, qualitative and limited dependent variables, dynamic models, non-linear models, and algorithms for their numerical estimation, univariate time series models, and transfer function models. It covers topics such as ARCH models of heteroscedasticity, models with rational expectations, measurement errors, influential observations, and tests of non-linear constraints. This edition incorporates practical exercises with real data from the Spanish economy and expands the collection of problems at the end of each chapter.