Activity | Credits | Period | Academic staff | Timetable |
---|---|---|---|---|
lezione | 4 | primo semestre | Alessandro Bucciol | |
esercitazione | 2 | primo semestre | Alessandro Bucciol |
Many economic decisions need quantitative answers to quantitative questions. The course plans to provide the basic econometric tools to reach two mail goals: 1) running, based on the available data, a quantitative analysis of the relation between economic variables and 2) correctly interpreting the results.
Econometric tools may be used in many economic domains (finance, labor economics, macroeconomics, microeconomics, marketing and political economy) as well as in social sciences (political science, sociology, health). The course will also show several applications in economics and management using the freeware software Gretl.
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
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