Reseña

This work is intended, first, to serve as a guide for any student who is entering the broad field of econometric methods; second, to arouse the interest of students to take advantage of their knowledge of mathematics and statistics to deepen it and apply it to economic science. For this purpose, a basic but rigorous introduction is presented to quantitative methods, matrix algebra, sample statistics, and linear regression as foundations in the analysis of cross-sectional and time series data, delving into the problems of multicollinearity, heteroscedasticity, and autocorrelation in simple regression models ran in the ordinary least squares (OLS). Likewise, it is intended to provide professors with a material which facilitates classroom teaching and is strictly brief on the minimum requirements to adequately read the econometrics of Gujarati and Novales.