Introductory econometrics (2015/2016)



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

Lesson timetable

primo semestre
Activity Day Time Type Place Note
lezione Monday 9:05 AM - 10:45 AM lesson Lecture Hall VM4  
lezione Tuesday 1:45 PM - 4:15 PM lesson Lecture Hall VM4  

Learning outcomes

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.

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

STUDENT MODULE EVALUATION - 2015/2016