Académique Documents
Professionnel Documents
Culture Documents
CURSO: PANEL DATA. PROFESOR: MENDOZA, JUAN. Libros: HB/139/W66i Econometric analysis of cross section and panel data. Wooldridge, Jeffrey M. 2002. Contenido: Chapter 1. Introduction Chapter 2. Conditional expectations and related concepts in econometrics Chapter 5. Instrumental variables estimation of single-equation linear models Chapter 7. Estimating systems of equations by OLS and GLS Chapter 8. System estimation by instrumental variables Chapter 10. Basic linear unobserved effects panel data models Chapter 11. More topics in linear unobserved effects models Chapter 12. M-estimation Chapter 13. Maximum likelihood methods Chapter 14. Generalized method of moments and minimum distance estimation. HB/139/B3/2008 (4th ed.) Econometric analysis of panel data. Baltagi, Badi H. 3rd ed. 2005. Contenido: Chapter 1. Introduction Chapter 2. The one-way error component regression model Chapter 4. Test of hypotheses with panel data Chapter 5. Heteroskedasticity and serial correlation in the error component model Chapter 7. Simultaneous equations with error components Chapter 8. Dynamic panel data models Chapter 9. Unbalanced panel data models Chapter 10. Special topics Chapter 12. Nonstationary panels. Modelos de datos de panel y variables dependientes limitadas: un enfoque emprico. Beltrn, Arlette; Castro, Juan F. 2010?. Contenido: Captulo 1. Introduccin Captulo 2. Modelos de datos de panel: el modelo esttico lineal.
HB/135/K5i State-space models with regime switching : classical and Gibbs-sampling approaches with applications. Kim, Chang-Jin; Nelson, Charles R. 1999. Contenido: Chapter 4. Markov-switching models. QA/280/H3 Time series analysis. Hamilton, James D. 1994. Contenido: Chapter 22. Modeling time series with changes in regime. Revistas: On the dynamics of lending and deposit interest rates in emerging markets: a nonlinear approach. Juvenal, Luciana; Taylor, Mark P. En: Economa, n 17, noviembre 2001. http://www.urosario.edu.co/FASE1/economia/documentos/pdf/bi17.pdf Threshold adjustment of deviations from the law of one price. Juvenal, Luciana; Taylor, Mark P. En: Studies in nonlinear dynamics & econometrics, vol. 12, n 3, 2008. http://www.bepress.com/cgi/viewcontent.cgi?article=1520&context=snde
Revistas: The science of monetary policy: a new keynesian perspective. Clarida, Richard; Gal, Jordi; Gertler, Mark. En: Journal of economic literature, vol. 37, 1661-1707, december 1999.
10
11
12
13
14
15
16