Introductory econometrics (2013/2014)

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 23, 2013 al Jan 10, 2014.

Lesson timetable

primo semestre
Day Time Type Place Note
Tuesday 10:10 AM - 11:50 AM lesson Lecture Hall B  
Wednesday 5:20 PM - 7:00 PM lesson Lecture Hall B  
Thursday 10:10 AM - 11:50 AM lesson Lecture Hall B  

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

Midterm (59%) and final (50%) exam

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

Statistics
Outcomes Exams Outcomes Percentages Average Standard Deviation
Positive 46.66% 23 4
Rejected 16.66%
Absent 20.0%
Ritirati 16.66%
Canceled --
Distribuzione degli esiti positivi
18 19 20 21 22 23 24 25 26 27 28 29 30 30 e Lode
14.2% 21.4% 14.2% 0.0% 7.1% 7.1% 0.0% 0.0% 7.1% 14.2% 7.1% 0.0% 7.1% 0.0%

Data from AA 2013/2014 based on 30 students. I valori in percentuale sono arrotondati al numero intero più vicino.