Introductory econometrics (2012/2013)

Course code
4S02453
Name of lecturers
Diego Lubian, Laura Magazzini
Coordinator
Diego Lubian
Number of ECTS credits allocated
6
Academic sector
SECS-P/05 - ECONOMETRICS
Language of instruction
Italian
Period
primo semestre dal Sep 24, 2012 al Dec 21, 2012.

Lesson timetable

Syllabus

1. Introduction and refresher
1.1 Refresher of probability
1.2 Refresher of statistics

2. Regression analysis
2.1 Simple linear regression model and statistical inference
2.2 Multiple linear regression model and statistical inference
2.3 Non-linear regression
2.4 Diagnostics: outliers, heteroskedasticity, autocorrelation, structural breaks

3. Additional topics
3.1 Regression with a binary dependent variable
3.2 Instrumental variables regression

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

Statistics about transparency requirements (Attuazione Art. 2 del D.M. 31/10/2007, n. 544)

Data from AA 2012/2013 are not available yet