Degree | Type | Year | Semester |
---|---|---|---|
4313805 Economic Analysis | OB | 1 | 2 |
No specific prerequisits.
The goal of the first part of the module is for students to learn standard concepts of non-cooperative and cooperative Game Theory at a graduate level.
In the second and third parts of the module the goal is for students to learn how to analyze, interpret and organize economic data with advanced statistical and econometric techniques. The student will also become familiar with the use of econometric software packages.
I.Game Theory
1.Introduction to Game Theory and Some Examples
2.Games in Normal Form
3.Games in Extensive Form
4.Nash Equilibrium and Related Issues
5.Repeated Games
6.Games of Incomplete Information
7.Bargaining Theory
8.Cooperative Games
II.Econometrics I
1. Introduction to econometric analysis
2. Ordinary least squares
3. OLS and finite sample theory
4. OLS and large sample theory
5. Nonspherical disturbances
6. Endogeneity
III.Econometrics II
1. Extremum estimation and numerical optimization
2. Maximum likelihood
3. Generalized Method of Moments
4. Introduction to time series analysis
5. Additional topics in econometrics
For a detailed description of the content of this module go to http://idea.uab.cat/master_program.php .
The course will consist of sessions where the instructor presents the material, and sessions specifically dedicated to problem solving. Students are encouraged to form study groups to discuss assignments and readings.
The proposed methodology may undergo some modifications according to the restrictions imposed by the health authorities on on-campus courses.
Annotation: Within the schedule set by the centre or degree programme, 15 minutes of one class will be reserved for students to evaluate their lecturers and their courses or modules through questionnaires.
Title | Hours | ECTS | Learning Outcomes |
---|---|---|---|
Type: Directed | |||
Theory classes | 112.5 | 4.5 | 2, 1, 3, 4, 5, 6, 8, 10, 11, 9, 7, 12 |
Type: Supervised | |||
Problems sets, tutorials | 75 | 3 | 2, 1, 3, 4, 5, 6, 8, 10, 11, 9, 7, 12 |
Type: Autonomous | |||
Personal study, study groups, textbook readings, article readings | 187.5 | 7.5 | 2, 1, 3, 4, 5, 6, 8, 10, 11, 9, 7, 12 |
Final Exams |
50% |
Class attendance and active participation |
20% |
Problem sets and assignments |
30% |
The proposed evaluation activities may undergo some changes according to the restrictions imposed by the health authorities on on-campus courses.
Title | Weighting | Hours | ECTS | Learning Outcomes |
---|---|---|---|---|
Class Attendance and Problem sets and assignments | 50% | 0 | 0 | 2, 1, 3, 4, 5, 6, 8, 10, 11, 9, 7, 12 |
Final Exams | 50% | 0 | 0 | 2, 1, 3, 4, 5, 6, 8, 10, 11, 9, 7, 12 |
Game theory:
Fudenberg and J. Tirole (1991). Game Theory. MIT Press.
Gibbons (1992). A Primer in Game Theory. Harvester Wheatsheal.
Luce and H. Raiffa (1957). Games and Decisions. Wiley.
Mas-Colell, M. Whinston and J. Green (1995). Microeconomic Theory. Oxford University Press.
Moulin (1986). Game Theory for the Social Sciences (second edition). New York University Press.
Moulin (1988). Axioms of Cooperative Decision Making. Cambridge University Press (Econometric Society Monographs).
Myerson (1991). Game Theory: Analysis of Conflict. Harvard University Press.
Osborne and A. Rubinstein (1994). A Course in Game Theory. MIT Press.
Owen (1982). Game Theory (second edition). Academic Press.
Shubik (1984). Game Theory in the Social Sciences. MIT Press.
Vega-Redondo (2003). Economics and the Theory of Games. Cambridge University Press.
Econometrics I and II
Cameron, A.C. and P.K. Trivedi, Microeconometrics - Methods and Applications
Davidson, R. and J.G. MacKinnon, Econometric Theory and Methods
Gallant, A.R., An Introduction to Econometric Theor
Greene, W.H. Econometric Analysis, Pearson Prentice Hall.
Hamilton, J.D., Time Series Analysis
Hayashi, F.,Econometrics, Princeton Univesrity Press.
Wooldridge. Econometric Analysis of Cross Section and Panel Data, MIT Press, Cambridge- Mass, USA.
Additional references will be provided during the course.