Final exam topics

Estimators and estimation methods: Least Squares, Method of Moments and Maximum Likelihood Method
Autoregressive processes, random walks and unit root tests
Spurious regression, cointegration and Error Correction Models
Predictions from econometric models: kFCV, Chow tests
Finite Distributed Lag Models. The polynomial distirbuted lag
Infinite Distributed Lag Models -he geometric and rational distributed lag
Partial Adjustement Model (PAM). Adaptive Expectations Hypothesis (AEH)
Panel Data Analysis: FD/FE/RE/CRE estimators
Panel Data Analysis: SUR/SURE models and estimation
Instrumental variables: IVR, diagnostic tests, 2SLS estimator
Simultaneous Equations Models: structural and reduced forms, identification criteria, estimation methods
VAR and VEC models