It is recommended to have passed the disciplines of Statistics and Mathematics. Also have completed the previous subject of Introduction to Econometrics.

The subject of Econometric Methods and Models falls under the third year of the Degree in Economics (fifth course of Double Degree in Economics-Law) and is taught in the second semester after having taken the subject of Introduction to Econometrics, in the first semester.

The main objective of the subject is to provide the fundamental tools for the professional construction of models taking into account the different specific approaches of econometrics in response to complex situations of reality: generalization for the randomization of single-equation models, dynamic relations approach, analysis of series as processes, simultaneity of relations in the economy, mixed data, etc.

On the other hand, the student's ability will be considered both in the management of these instruments and the available data sources, and their ability to make economic reports in groups. Competencies and skills of the economist who must know their reality and environment through the sources and data that are published, as well as the need to operate with different software to perform the methods on the analyzed economic relations and evaluate impacts or policies, strategically planning the more successful at the interest set in an environment of uncertainty.

In this way, not only a series of methods and models is disclosed, but also one must teach them to work with them in reality, for which they must be complemented with economic theory and with the necessary quantitative information, hence their relationship with the subjects of Statistics, Mathematics and Economic Theory.

Course competences
Code	Description
E03	Ability to find economic data and select relevant facts.
E05	Ability to contribute to the establishment of strategies which will allow for the efficient allocation of resources, the generation of wealth and a suitable distribution of income.
E06	Application of profesional criteria to the analysis of problems, based on the use of technical tools.
E16	Identify relevant sources of financial information and its content, as well as the ability to derive the important information from the data, otherwise completely unknown to non-professionals.
G01	Possession of the skills needed for continuous, self-led, independent learning, which will allow students to develop the learning abilities needed to undertake further study with a high degree of independence.
G03	Develop oral and written communication skills in order to prepare reports, research projects and business projects and defend them before any commission or group of professionals (specialised or non-specialised) in more than one language, by collecting relevant evidence and interpreting it appropriately so as to reach conclusions.
G04	Ability for the use and development of information and communication technology in the development of professional activity.
G05	Capacity for teamwork, to lead, direct, plan and supervise multidisciplinary and multicultural teams in both national and international environments.

Course learning outcomes
Description
Enable student for autonomous work and learning, as well as for personal initiative
Train the student to search for information in order to analyze it, interpret is meaning, synthesize it and communicate it to others.
Train the student to work out problems in creative and innovative ways.
Know the tools and methods for the quantitative analysis of the overall economy
Additional outcomes
Description
Train the student to apply quantitative methods as support for decision making in the uncertain environment.

• Unit 1: GENERALIZED LINEAR MODEL
  • Unit 1.1: EXTENSIONS OF THE LINEAR REGRESSION MODEL
  • Unit 1.2: STRUCTURAL CHANGE
  • Unit 1.3: AUTOCORRELATION
  • Unit 1.4: HETEROCEDASTICITY
• Unit 2: DYNAMIC MODELS
  • Unit 2.1: DISTRIBUTED LAGS
  • Unit 2.2: TIME SERIES MODELS: ARIMA
• Unit 3: MULTI EQUATION MODELS
  • Unit 3.1: SPECIFICATION, IDENTIFICATION AND ESTIMATION
  • Unit 3.2: FORECAST AND SIMULATION
• Unit 4: SPECIFIC TOPICS
  • Unit 4.1: MACRO-ECONOMETRICS
  • Unit 4.2: PANEL DATA MODELS
  • Unit 4.3: APPLIED MODELS IN MACROECONOMICS
  • Unit 4.4: MANAGEMENT INFORMATION SYSTEMS

Training Activity	Methodology	Related Competences (only degrees before RD 822/2021)	ECTS	Hours	As	Com	R	Description *
Class Attendance (theory) [ON-SITE]	Lectures	E03 E05 E06 E16 G01 G04	1.2	30	Y	N	N
Class Attendance (practical) [ON-SITE]	Cooperative / Collaborative Learning	E03 E06 E16 G01 G03 G04 G05	0.67	16.75	Y	N	N
Class Attendance (theory) [ON-SITE]	Combination of methods	E03 E06 E16 G01 G04	0.13	3.25	Y	N	N
Writing of reports or projects [OFF-SITE]	Group Work	E03 E05 E06 E16 G01 G03 G04 G05	1.2	30	Y	Y	N
Writing of reports or projects [OFF-SITE]	Case Studies	E05 E06 G01 G03 G04	0.56	14	Y	N	N
Project or Topic Presentations [ON-SITE]	Combination of methods	G03 G05	0.04	1	Y	N	N
On-line Activities [OFF-SITE]	Self-study	G01 G03	0.24	6	Y	N	N
On-line debates and forums [OFF-SITE]	Combination of methods	E06 G01 G03	0.24	6	Y	N	N
Study and Exam Preparation [OFF-SITE]	Combination of methods	E05 E06 E16 G01 G04	1.6	40	Y	N	Y
Group tutoring sessions [ON-SITE]	Guided or supervised work	E05 G03 G05	0.04	1	N	N	N
Final test [ON-SITE]	Assessment tests	E05 E06 E16 G01 G03	0.08	2	Y	Y	Y
Total:			6	150
Total credits of in-class work: 2.16			Total class time hours: 54
Total credits of out of class work: 3.84			Total hours of out of class work: 96

As: Assessable training activity
Com: Training activity of compulsory overcoming
R: Rescheduling training activity

	Grading System
Evaluation System	Face-to-Face	Self-Study Student	Description
Theoretical papers assessment	20.00%	0.00%	Team work on dynamization and / or multi-equation model. Attention will be paid not only to the content, but to the correct use of scientific forms and oral presentation.
Assessment of problem solving and/or case studies	10.00%	0.00%	Individual work. Participation and positive result of the practical sessions, seminars, tutorials, ... It requires a minimum of participation (face-to-face and not face-to-face via the Moodle platform)
Progress Tests	10.00%	0.00%	A progress test similar to the final test will be made.
Final test	60.00%	0.00%	Final objective test divided into two blocks: theoretical and practical that must be overcome.
Total:	100.00%	0.00%

Not related to the syllabus/contents
Hours	hours
Project or Topic Presentations [PRESENCIAL][Combination of methods]	1
On-line Activities [AUTÓNOMA][Self-study]	6
Group tutoring sessions [PRESENCIAL][Guided or supervised work]	1
Final test [PRESENCIAL][Assessment tests]	2

Unit 1 (de 4): GENERALIZED LINEAR MODEL
Activities	Hours
Class Attendance (theory) [PRESENCIAL][Lectures]	8
Class Attendance (practical) [PRESENCIAL][Cooperative / Collaborative Learning]	3.75
Class Attendance (theory) [PRESENCIAL][Combination of methods]	1.25
Writing of reports or projects [AUTÓNOMA][Group Work]	8
Writing of reports or projects [AUTÓNOMA][Case Studies]	3
On-line debates and forums [AUTÓNOMA][Combination of methods]	1
Study and Exam Preparation [AUTÓNOMA][Combination of methods]	12
Group 10:
Initial date: 27-01-2020	End date: 01-03-2020
Group 17:
Initial date: 27-01-2020	End date: 01-03-2020

Unit 2 (de 4): DYNAMIC MODELS
Activities	Hours
Class Attendance (theory) [PRESENCIAL][Lectures]	9
Class Attendance (practical) [PRESENCIAL][Cooperative / Collaborative Learning]	6
Class Attendance (theory) [PRESENCIAL][Combination of methods]	1
Writing of reports or projects [AUTÓNOMA][Group Work]	12
Writing of reports or projects [AUTÓNOMA][Case Studies]	7
On-line debates and forums [AUTÓNOMA][Combination of methods]	2
Study and Exam Preparation [AUTÓNOMA][Combination of methods]	14
Group 10:
Initial date: 02-03-2020	End date: 05-04-2020
Group 17:
Initial date: 02-03-2020	End date: 05-04-2020

Unit 3 (de 4): MULTI EQUATION MODELS
Activities	Hours
Class Attendance (theory) [PRESENCIAL][Lectures]	6
Class Attendance (practical) [PRESENCIAL][Cooperative / Collaborative Learning]	5
Class Attendance (theory) [PRESENCIAL][Combination of methods]	1
Writing of reports or projects [AUTÓNOMA][Group Work]	7
Writing of reports or projects [AUTÓNOMA][Case Studies]	4
On-line debates and forums [AUTÓNOMA][Combination of methods]	2
Study and Exam Preparation [AUTÓNOMA][Combination of methods]	8
Group 10:
Initial date: 06-04-2020	End date: 03-05-2020
Group 17:
Initial date: 06-04-2020	End date: 03-05-2020

Unit 4 (de 4): SPECIFIC TOPICS
Activities	Hours
Class Attendance (theory) [PRESENCIAL][Lectures]	7
Class Attendance (practical) [PRESENCIAL][Cooperative / Collaborative Learning]	2
Writing of reports or projects [AUTÓNOMA][Group Work]	3
On-line debates and forums [AUTÓNOMA][Combination of methods]	1
Study and Exam Preparation [AUTÓNOMA][Combination of methods]	6
Group 10:
Initial date: 04-05-2020	End date: 17-05-2020
Group 17:
Initial date: 04-05-2020	End date: 17-05-2020

Global activity
Activities	hours
Class Attendance (theory) [PRESENCIAL][Lectures]	30
Class Attendance (practical) [PRESENCIAL][Cooperative / Collaborative Learning]	16.75
Class Attendance (theory) [PRESENCIAL][Combination of methods]	3.25
Writing of reports or projects [AUTÓNOMA][Group Work]	30
Writing of reports or projects [AUTÓNOMA][Case Studies]	14
Project or Topic Presentations [PRESENCIAL][Combination of methods]	1
On-line Activities [AUTÓNOMA][Self-study]	6
On-line debates and forums [AUTÓNOMA][Combination of methods]	6
Study and Exam Preparation [AUTÓNOMA][Combination of methods]	40
Group tutoring sessions [PRESENCIAL][Guided or supervised work]	1
Final test [PRESENCIAL][Assessment tests]	2
Total horas:	150

Author(s)	Title	Book/Journal	Citv	Publishing house	ISBN	Year	Description	Link	Catálogo biblioteca
Baltagi, Badi H. (Badi Hani)	A Companion to econometric analysis of panel data			John Wiley & Sons	978-0-470-74403-1	2009
Calderón Milán, López Ruiz y Tarancón Morán	Prácticas de econometría			Popular Libros	84-931937-1-3	2001
Granger, Clive William John (1934-)	Essays in econometrics : collected papers of Clive W.J. Gran			Cambridge University Press	0-521-79697-0 (Pbk.	2001
Greene, William H. (1951-)	Econometric analysis			Prentice Hall	978-0-13-513245-6	2008
Gujarati, Damodar N.	Econometría			McGraw-Hill Interamericana	970-10-3971-8	2004
Maddala, G. S.	Econometría			McGraw-Hill	9684516754	1988
Pulido San Román, Antonio	Modelos econométricos			Pirámide	84-368-1534-3	2001
Pérez López, César	Econometría avanzada : técnicas y herramientas			Pearson Educacion	978-84-8322-479-3	2008