Introductory econometrics (2014/2015)



Course code
4S02453
Credits
6
Coordinator
Alessandro Bucciol
Academic sector
SECS-P/05 - ECONOMETRICS
Language of instruction
Italian
Teaching is organised as follows:
Activity Credits Period Academic staff Timetable
Lezione 4 Primo semestre Alessandro Bucciol
Esercitazione 2 Primo semestre Alessandro Bucciol

Syllabus

1. INTRODUCTION AND REFRESHER
1.1. What is Econometrics?
1.2. Refresher of probability
1.3. Refresher of statistics

2. REGRESSION ANALYSIS
2.1. Simple linear regression
2.2. Multiple linear regression

3. REGRESSION DIAGNOSTICS
3.1. Specification
3.2. Heteroskedasticity
3.3. Autocorrelation

4. EXTENSIONS
4.1. Instrumental variables regression
4.2. Regression with a binary dependent variable

Reference books
Activity Author Title Publisher Year ISBN Note
Lezione James H. Stock, Mark W. Watson Introduzione all'econometria (Edizione 4) Pearson Education Italia 2016 978-8-891-90124-8