Econometrics (2013/2014)

Course code
4S01951
Name of lecturer
Laura Magazzini
Coordinator
Laura Magazzini
Number of ECTS credits allocated
6
Academic sector
MAT/06 - PROBABILITY AND STATISTICS SECS-P/05 - ECONOMETRICS

Language of instruction
Italian
Period
I semestre dal Oct 1, 2013 al Jan 31, 2014.

Lesson timetable

I semestre
Day Time Type Place Note
Tuesday 2:30 PM - 4:30 PM lesson Lecture Hall G  
Wednesday 4:30 PM - 6:30 PM lesson Lecture Hall I  
Wednesday 4:30 PM - 6:30 PM lesson Laboratory Alfa  

Learning outcomes

Statistical 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.