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General information |
Course unit name: Econometrics II
Course unit code: 366721
Academic year: 2025-2026
Coordinator: Esther Vaya Valcarce
Department: Department of Econometrics, Statistics and Applied Economics
Credits: 6
Single program: S
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Estimated learning time |
Total number of hours 150 |
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Face-to-face and/or online activities |
60 |
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- Lecture with practical component |
Face-to-face |
45 |
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- Problem-solving class |
Face-to-face |
15 |
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Supervised project |
40 |
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Independent learning |
50 |
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Recommendations |
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Econometrics shares close links with economic statistics, mathematical economics, and economic theory. For this reason, students are recommended to have a good grounding in the subjects related to these areas, as covered in the Economics degree program. Furthermore, Econometrics II assumes a certain familiarity with the basic concepts and techniques taught in Econometrics I. |
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Competences / Learning outcomes to be gained during study |
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Commitment to ethical practice (critical and self-critical skills and attitudes consistent with ethical and deontological principles). |
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Capacity to apply ICTs to professional activities. |
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Ability to use physical and electronic bibliographical resources. |
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Ability to apply the knowledge acquired and analytical skills for solving academic and professional problems. |
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Capacity to prepare, analyse and interpret economic information. |
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Ability to produce critical analyses of economic theories and models. |
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Knowledge and understanding of the nature, sources and uses of economic information and of the appropriate software for processing and analysing economic data. |
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Learning objectives |
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Referring to knowledge
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Teaching blocks |
Lesson 1. Treatment of unobserved heterogeneity in panel data
Lesson 2. Estimation using instrumental variables
Lesson 3. Heteroscedasticity
Lesson 4. Models with a binary dependent variable
Lesson 5. Regression with (stationary) time series data
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Teaching methods and general organization |
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Given that the learning objectives require substantial practical work, the general teaching methodology combines theoretical instruction with a strong emphasis on practical application. To this end, the following types of activity are undertaken: |
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Official assessment of learning outcomes |
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Continuous assessment consists of two components:
Examination-based assessment Students who are unable to meet the requirements for continuous assessment are entitled to opt for the single mode of assessment. |
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Reading and study resources |
Check availability in Cercabib
Book
SURIÑACH CARALT, J., 2012. Tòpics d’econometria. Barcelona : Editorial UOC. ISBN 9788497881753. ![]()