Curso básico de Econometría clásica

Cristian Orlando Ávila Quiñones; Nilton  Marques de Oliveira

doi:10.22490/9789586517171

Basic Course of Classical Econometrics

Cristian Orlando Ávila Quiñones, ; Nilton Marques de Oliveira,

Synopsis

This book provides a rigorous yet accessible introduction to the fundamentals of classical econometrics. It is designed as a guide for students beginning the study of quantitative methods applied to economics. The text explains how economic theory, statistics, and mathematics interact in the construction and estimation of econometric models.

The book covers essential topics such as model specification, variable identification, regression analysis, and parameter estimation using the Ordinary Least Squares (OLS) method. It also introduces the mathematical tools required for econometric analysis, including matrix algebra and sample calculations.

In addition, the book discusses common econometric issues such as multicollinearity, heteroscedasticity, and autocorrelation, along with methods for identifying and addressing them. The final sections introduce time series analysis, including autoregressive processes, ARIMA models, and forecasting techniques, concluding with an applied case study on corruption risk in Colombia.

Keywords: classical econometrics, econometric models, linear regression, matrix algebra, ordinary least squares, statistical inference, time series analysis

Chapters

introduction to econometrics
Sample size calculation
Minimum requirements for matrix algebra
Estimation of Economic Models
Series de tiempo

Bibliografía

Cramer, J. S. (1969). Empirical econometrics. North-Holland, Amsterdam.

Chiang, A. (2006). Métodos fundamentales de economía matemática. Nueva York, Estados Unidos: McGraw-Hill.

Gujarati, D. (2006). Essentials of Econometrics. Nueva York, Estados Unidos: McGraw-Hill.

Gujarati, D y Porter, D. (2010). Econometría. México: McGraw-Hill.

Pindyck, R. y Rubinfeld, D. (2001). Econometría: modelos y pronósticos. México: McGraw-Hill.

Wei, William. (1990). Time Series Analysis: Univariate and Multivariate Methods. Estados Unidos.

Wooldridge, J. (2000). Introductory Econometrics. Estados Unidos: South-Western College Publishing.

Cristian Orlando Ávila Quiñones, Universidad Nacional Abierta y a Distancia

Economist and Finance Specialist from the Pedagogical and Technological University of Colombia. Master in Economic Sciences from the National University of Colombia. PhD Candidate in Regional Development at the Federal University of Tocantins (Brazil). Professor at ECACEN at the National Open and Distance University (UNAD). Researcher and Consultant.

Nilton Marques de Oliveira, Universidad Federal de Tocantins

Economist from the State University of Maringá (UEM), Master in Applied Economics from the Federal University of Viçosa (UFV), and PhD in Regional Development and Agribusiness from the State University of Western Paraná (UNIOESTE). Professor at the Federal University of Tocantins (Brazil). Researcher and Consultant.

This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.

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ISBN-13 (15)

9789586517171

Fecha de publicación (01):

2019-12-01

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How to Cite

Ávila Quiñones, C. O., & Marques de Oliveira, N. (2019). Basic Course of Classical Econometrics. Sello Editorial UNAD. https://doi.org/10.22490/9789586517171