Econometrics
A.A. 2024/2025
Obiettivi formativi
The objective of Econometrics is to provide students with the basic principles of the econometric analysis. All the theoretical aspects of the econometric modelling will be treated jointly with interesting and modern empirical applications in order to motivate students and try to respond to real-world questions with specific numerical answers.
Risultati apprendimento attesi
By the end of the module you will be able to:
Estimate a model using Least Squares.
Interpret the regression estimate and the computer output.
Apply diagnostics to check if the model is correctly specified and propose procedures to correct the miss-specification.
Run an independent analysis in an applied project.
Estimate a model using Least Squares.
Interpret the regression estimate and the computer output.
Apply diagnostics to check if the model is correctly specified and propose procedures to correct the miss-specification.
Run an independent analysis in an applied project.
Periodo: Secondo trimestre
Modalità di valutazione: Esame
Giudizio di valutazione: voto verbalizzato in trentesimi
Corso singolo
Questo insegnamento può essere seguito come corso singolo.
Programma e organizzazione didattica
Edizione unica
Responsabile
Periodo
Secondo trimestre
Programma
La lingua di erogazione del corso e' l'inglese
[Programme]:
ECONOMETRICS
· The nature of econometrics and economic data
· Regression analysis with cross sectional data
· Linear Regression with One Regressor
· Linear Regression with Multiple Regressors
· Hypothesis Testing
· Large samples
· Further issues in the linear regression model
· Instrumental Variable Regression (IV-TSLS)
· Regression with a Binary Dependent Variable
· Regression with pooled cross sections
· Regression with panel data
· Regression with time series data
[Programme]:
ECONOMETRICS
· The nature of econometrics and economic data
· Regression analysis with cross sectional data
· Linear Regression with One Regressor
· Linear Regression with Multiple Regressors
· Hypothesis Testing
· Large samples
· Further issues in the linear regression model
· Instrumental Variable Regression (IV-TSLS)
· Regression with a Binary Dependent Variable
· Regression with pooled cross sections
· Regression with panel data
· Regression with time series data
Prerequisiti
Prerequisiti Italiano
La lingua di erogazione del Corso e' inglese.
The module requires knowledge of differential calculus and of Statistical Theory at introductive level.
La lingua di erogazione del Corso e' inglese.
The module requires knowledge of differential calculus and of Statistical Theory at introductive level.
Metodi didattici
La lingua di erogazione del corso e' l'inglese
20 two-hours lectures
20 two-hours lectures
Materiale di riferimento
La lingua di erogazione del corso e' l'inglese
[Reference material]:
ECONOMETRICS
The reference book is:
∙ Wooldridge, J., 2003. Introductory econometrics, 2nd ed., South Western College Publishing, or more recent editions.
[Reference material]:
ECONOMETRICS
The reference book is:
∙ Wooldridge, J., 2003. Introductory econometrics, 2nd ed., South Western College Publishing, or more recent editions.
Modalità di verifica dell’apprendimento e criteri di valutazione
La lingua di erogazione del corso e' l'inglese
Assessment
Econometrics is assessed by means of a 90 minutes written exam only.
Only for the first assessment, (at the end of the lectures) it is possible to complement the Econometrics exam with a Mini-Project.
Assessment
Econometrics is assessed by means of a 90 minutes written exam only.
Only for the first assessment, (at the end of the lectures) it is possible to complement the Econometrics exam with a Mini-Project.
Docente/i
Ricevimento:
Thursday, 11AM to 1PM. Please email me to arrange an appointment
Stanza 4 (DEMM Secondo piano)