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- Course code
- 4S00241
-
Name of lecturer
-
Laura Magazzini
- Number of ECTS credits allocated
-
3
- Academic sector
-
SECS-P/05 - ECONOMETRICS
- Language of instruction
- Italian
- Location
- VERONA
- Period
-
1° Q dal Oct 3, 2007 al Dec 4, 2007.
To show the organization of the course that includes this module, follow this link 
Course organization
Lesson timetable
Learning outcomes
This course provides a set of econometric tools useful to analyze financial markets.
Syllabus
1. Review of probability and inference
2. The linear regression model: definition and estimation by OLS
3. Inference in the linear regression model
4. Diagnostic tests in the linear regression model: misspecification tests of the conditional mean function, misspecification tests of conditional variance function.
Assessment methods and criteria
