Econometrics (2015/2016)

Course code
4S01951
Name of lecturer
Laura Magazzini
Coordinator
Laura Magazzini
Number of ECTS credits allocated
6
Academic sector
SECS-P/05 - ECONOMETRICS
Language of instruction
Italian
Period
I semestre dal Oct 1, 2015 al Jan 29, 2016.

Lesson timetable

I semestre
Day Time Type Place Note
Tuesday 11:30 AM - 1:30 PM lesson Lecture Hall E  
Thursday 2:30 PM - 4:30 PM lesson Lecture Hall G  

Learning outcomes

In economics, many decisions need quantitative answers to quantitative questions. During this course, statistical and economic methods will be discussed with the aim to provide students the techniques that economists use for estimating, testing, and forecasting economic relationships, as well as the capability to understand and interpret the results of the analysis.

Syllabus

Review of probability and statistics.
Simple and multiple regression models.
Interpretation, OLS estimation, inference and prediction in the regression model.
Diagnostics in the linear regression model (please refer to the notes available on e-learning).
Instrumental variables regression.
Regression model with a binary dependent variable.

Reference books
Author Title Publisher Year ISBN Note
James H. Stock, Mark W. Watson Introduzione all'econometria (Edizione 4) Pearson Education Italia 2016 978-8-891-90124-8

Assessment methods and criteria

Written exam: theoretical questions and exercises.

STUDENT MODULE EVALUATION - 2015/2016