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Course 2017-2018 a.y.

20358 - ECONOMETRICS - PREPARATORY COURSE


DES-ESS - EMIT - GIO
Department of Economics

Course taught in English

Insegnamento offerto in modalita' e-learning



DES-ESS ( - I/II sem. - P) - EMIT (0 credits - I/II sem. - P) - GIO (0 credits - I/II sem. - P)
Course Director:
BARBARA CHIZZOLINI

E-learning class-group
Instructors:
Class 1: BARBARA CHIZZOLINI


Course Objectives

The course provides an introduction to the use of econometric methods in economics. A good knowledge of undergraduate Mathematics and Statistics is required. Matrix algebra are  reviewed in depth. The main topics studied in the course are the linear regression model, parameter estimation and hypothesis testing, model specification and model selection. The topics are addressed both from a theoretical point of view and by means of computer based empirical applications.


Course Content Summary
  • The linear regression model.
  • Specification, underlying hypotheses.
  • Parameter estimation, one regressor case.
  • Parameter estimation, many regressors case.
  • Interpreting the estimated parameters.
  • Properties of the estimators.
  • Analysis of variance, R2.
  • Interval estimation hypothesis testing, the t- and F-tests.
  • Collinearity, omitted variables, redundant variables examples.
  • Matrix algebra.

Textbooks
  • W.H.GREENE, Econometric Analysis,  Prentice Hall, 2007, 6th edition.
  • J.M. WOOLDRIDGE, Introductory econometrics, South Western Cengage, 2009, 4th edition.
Exam textbooks & Online Articles (check availability at the Library)
Last change 22/05/2017 11:12
 

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