Quantitative Models for Economic Analyses - ECONOMETRIA (2011/2012)



Course code
4S02761
Credits
6
Other available courses
Other available courses
    Academic sector
    SECS-P/02 - ECONOMIC POLICY SECS-P/05 - ECONOMETRICS
    Language of instruction
    Italian
    Teaching is organised as follows:
    Activity Credits Period Academic staff Timetable
    Teoria 4 I semestre Laura Magazzini
    Esercitazioni 2 I semestre Laura Magazzini

    Lesson timetable

    I semestre
    Activity Day Time Type Place Note
    Teoria Monday 11:30 AM - 1:30 PM lesson Lecture Hall G  
    Teoria Wednesday 11:30 AM - 1:30 PM lesson Lecture Hall G  

    Learning outcomes

    Statistic tools and economic theory will be applied in order to provide students with competences and capabilities to understand and perform empirical analysis of economic phenomena. Empirical problems and applications will be discussed during the course to provide students with the tools and capabilities needed for the analysis of economic data.

    Syllabus

    Review of statistical inference.
    The linear regression model.
    Estimation: ordinary least squares.
    Inference and testing.
    Model diagnostics.
    Time series regression for economic and financial data.

    Assessment methods and criteria

    Written exam.