ECONOMETRIC METHODS AND MODELS
Academic year and teacher
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- Versione italiana
- Academic year
- 2017/2018
- Teacher
- ANTONIO MUSOLESI
- Credits
- 7
- Curriculum
- Green economy and sustainability
- Didactic period
- Secondo Semestre
- SSD
- SECS-P/05
Training objectives
- The course aims at presenting basic econometric methods allowing to measure causal relations using real data. In particular, the course will focus on the linear regression model, its estimation and on the statistical inference on the parameters of interest. Some issues concerning econometric modeling will be discussed.
At the end of the course the student is able: - to use the linear regression model in order to study causal relation Prerequisites
- Probability and statistical inference; basic linear algebra
Course programme
- Review of Probability
Review of Statistical inference
Linear Regression with One Regressor
Regression with a Single Regressor: Hypothesis Tests and Confidence Intervals
Linear Regression with Multiple Regressors
Hypothesis Tests and Confidence Intervals in Multiple Regression
Nonlinear Regression Functions Didactic methods
- Lectures and written exercises
Learning assessment procedures
- Written examination plus mandatory oral examination
Reference texts
- Newbold P., B. Thorne, Statistica, 2/Ed, Pearson.
• Stock J., M. Watson, Introduzione all'econometria 3/Ed, Pearson.
