2018/2019

2020/2021

DM270

SECS-P/05 (ECONOMETRICS)

DEPARTMENT OF ECONOMICS AND MANAGEMENT

ECONOMICS

PERCORSO COMUNE

3°

2nd semester (22/02/2021 - 22/05/2021)

6

44 lesson hours

Italian

WRITTEN AND ORAL TEST

ROSSI EDUARDO (titolare) - 6 ECTS

This course is part of the program in economics (BA). Prerequistes are the courses in Mathematics, Statistics and Economics.

The objective of this course is to provide the basic knowledge of econometrics that is essential equipment for any serious economist, to a level where the participant would be competent to continue with the study of the subject in a graduate programme. While the course is focused on the introduction to the main elements of the linear regression model, equal importance is attached to the development of an intuitive understanding of the material that will allow the effective and creative application of the technical tools.

Review of basic elements of probalitiy , Stock & Watson ch.2 (with apppendix)
Review of statistics: SW Cap. 3 (with appendix)
Simple linear regression (single regressor): Stock & Watson ch.4 (with apppendix 4.2 and 4.3), ch. 17.1, 17.2, 17.3 e 17.4
Hypotheses testing and confidence intervals in the simple linear regression (single regressor) : Stock & Watson ch. 5 with appendices 5.1 and 5.2
Multiple linear regression: Stock & Watson ch. 6 (with appendices 6.1, 6.2 and 6.3), ch. 18.1, 18.2, 18.3 18.4 and 18.5 (appendices
18.1,18.2, 18.3, 18.4, 18.5)

Frontal lessons

Stock J.H. e M.W. Watson (2016), Introduzione all'econometria, 4a edizione,
Pearson. (SW)

Written exam