Introductory econometrics (2011/2012)

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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
Location
VERONA
Period
First semester dal Sep 26, 2011 al Dec 22, 2011.
Course news Seminars related to the course

Lesson timetable

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

Written exam

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