Unit | Credits | Academic sector | Period | Academic staff |
---|---|---|---|---|
Lezione | 8 | SECS-P/05-ECONOMETRICS | 1° sem lez |
Diego Lubian
|
Esercitazione | 2 | SECS-P/05-ECONOMETRICS | 1° sem lez |
Diego Lubian
|
Econometrics is based upon the development of statistical methods for estimating economic relationships, testing economic theories, and evaluating and implementing government and business policy. Students will be introduced to basic econometric methods which are relevant in virtually every branch of applied economics.
1. Review of probability and inference
2. The linear regression model: definition and estimation by OLS
3. Inference in the linear regression model
4. Diagnostic tests in the linear regression model: misspecification tests of the conditional mean function, misspecification tests of conditional variance function.
5. Instrumental variables.
6. Limited dependent variable model.
7. Models for panel data.
Textbook:
M. Verbeek, Econometria, Zanichelli 2006.
Lectures: 10 credits, 60 hours.
Software: GRETL, downloadable from http://gretl.sourceforge.net/
Web page
Written examination
via Cantarane, 24
37129 Verona
VAT number
01541040232
Italian Fiscal Code
93009870234
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