- 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