Econometrics (2008/2009)

Course not running

Course code
4S01951
Credits
10
Coordinator
Diego Lubian
Teaching is organised as follows:
Unit Credits Academic sector Period Academic staff
1 - lezione 8 SECS-P/05-ECONOMETRICS Primo semestre Diego Lubian
2 - esercitazione 2 SECS-P/05-ECONOMETRICS Primo semestre Diego Lubian

Learning outcomes

Module: 1 - lezione
-------
Econometrics is based upon the development of statistical methods for estimating economic relationships, testing economic theories, and evaluating and implementing government and business policy. Students will be introduced to basic econometric methods which are relevant in virtually every branch of applied economics.


Module: 2 - esercitazione
-------
Econometrics is based upon the development of statistical methods for estimating economic relationships, testing economic theories, and evaluating and implementing government and business policy. Students will be introduced to basic econometric methods which are relevant in virtually every branch of applied economics.

Syllabus

Module: 1 - lezione
-------
1. Review of probability and inference
2. The linear regression model: definition and estimation by OLS
3. Inference in the linear regression model
4. Diagnostic tests in the linear regression model: misspecification tests of the conditional mean function, misspecification tests of conditional variance function
5. Instrumental variables
6. Limited dependent variable model
7. Models for panel data


Module: 2 - esercitazione
-------
1. Review of probability and inference
2. The linear regression model: definition and estimation by OLS
3. Inference in the linear regression model
4. Diagnostic tests in the linear regression model: misspecification tests of the conditional mean function, misspecification tests of conditional variance function
5. Instrumental variables
6. Limited dependent variable model
7. Models for panel data

Assessment methods and criteria

Module: 1 - lezione
-------
Written examination


Module: 2 - esercitazione
-------
Written examination

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