Class Econometrics II

Introduction to Linear Regression with Time Series Data.
Use of STATA software.

1. The Linear Regression Model with Time Series Data
2. Stationarity and Time Dependence
3. Serial Correlation
4. Unit Roots and Cointegration

At the end of each chapter, students must solve an exercise that summarizes the respective contents.

Datasets are provided to students.

Wooldridge, J. M. (2020). Introductory Econometrics: A Modern Approach, 7 th ed., Cengage Learning.