20358 - ECONOMETRICS - PREPARATORY COURSE
Department of Economics
Course taught in English
DES-ESS (I/II sem. - P) - EMIT (I/II sem. - P) - GIO (I/II sem. - P) - DSBA (I/II sem. - P) - PPA (I/II sem. - P)
Course Director:
GIOVANNI BRUNO
GIOVANNI BRUNO
Instructors:
Class 1: GIOVANNI BRUNO
Class 1: GIOVANNI BRUNO
Mission & Content Summary
MISSION
The course intends to provide students with an introduction to methods of linear regression in econometrics.
CONTENT SUMMARY
Matrix algebra useful for linear regression:
-matrix operations;
-determinants;
-linear independence;
-rank;
-inverse matrix;
-vector spaces and projection matrices;
-quadratic forms;
-calculus.
Linear regression:
-parameter identification
-parameter estimation;
-hypothesis testing;
-specifications tests;
-linear regression using Stata
Intended Learning Outcomes (ILO)
KNOWLEDGE AND UNDERSTANDING
At the end of the course student will be able to...
APPLYING KNOWLEDGE AND UNDERSTANDING
At the end of the course student will be able to...
apply the main procedures of linear regression in econometrics
Teaching methods
- Lectures
DETAILS
Assessment methods
| Continuous assessment | Partial exams | General exam | |
|---|---|---|---|
|
x |
ATTENDING AND NOT ATTENDING STUDENTS
Teaching materials
ATTENDING AND NOT ATTENDING STUDENTS
Lecture notes, slides and Stata material will be uploaded in BBoard at the beginning of the course.
Last change 17/07/2024 15:20