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ECONOMETRIC METHODS AND MODELS

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English course description
Anno accademico
2017/2018
Docente
ANTONIO MUSOLESI
Crediti formativi
7
Percorso
Green economy and sustainability
Periodo didattico
Secondo Semestre
SSD
SECS-P/05

Obiettivi formativi

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

Prerequisiti

Probability and statistical inference; basic linear algebra

Contenuti del corso

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

Metodi didattici

Lectures and written exercises

Modalità di verifica dell'apprendimento

Written examination plus mandatory oral examination

Testi di riferimento

Newbold P., B. Thorne, Statistica, 2/Ed, Pearson.
• Stock J., M. Watson, Introduzione all'econometria 3/Ed, Pearson.