Econometrics (2012/2013)



Course code
4S01951
Credits
6
Coordinator
Laura Magazzini
Academic sector
MAT/06 - PROBABILITY AND STATISTICS 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 I  

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 and probability theory.
The linear regression model.
Estimation: ordinary least squares.
Inference and testing.
Model diagnostics.
Time series regression for economic and financial data.

Textbook:
Stock & Watson (2012), Introductory Econometrics, ed. Pearson.

Assessment methods and criteria

Written exam.