ECONOMETRIA BASICA. Ejercicios resueltos con EVIEWS (Spanish by María Pérez Marqués

By María Pérez Marqués

Este libro tiene como finalidad l. a. presentación de las técnicas econométricas básicas, tanto clásicas como modernas, y su tratamiento con l. a. herramienta de software program EVIEWS, para abordar de modo sencillo el trabajo econométrico. Los capítulos se inician con los angeles exposición de los conceptos y notas teóricas adecuadas, para resolver a continuación una variedad de ejercicios que cubran los conceptos expuestos. No se trata, por tanto, de hacer una exposición teórica completa con demostraciones, sino más bien de recopilar los angeles mayor parte de los conceptos econométricos e ilustrarlos con l. a. práctica a través de las herramienta de software program EVIEWS.

En capítulos sucesivos se trata el modelo lineal de regresión múltiple y toda su problemática (autocorrelación, heteroscedasticidad, multicolinealidad, normalidad, linealidad, etc.), los modelos univariantes de sequence temporales a través de los angeles metodología de Box-Jenkins para modelos ARIMA,, el modelo lineal basic y los modelos de elección discreta, recuento, censurados, truncados, selección muestral. Logit, Probit, Tobit, etc.

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