- Docente: Davide Raggi
- Credits: 6
- SSD: SECS-P/05
- Language: English
- Teaching Mode: Traditional lectures
- Campus: Forli
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Corso:
First cycle degree programme (L) in
Economics and business (cod. 9202)
Also valid for First cycle degree programme (L) in Economics and business (cod. 9202)
Learning outcomes
The aim of the course is to provide students with adequate knowledge of the basic econometric tools for empirical investigations of cross-sectional and time series data. Drawing on critical discussion about microeconomic and financial applications, students develop the basic skills to perform empirical work using econometric software. At the end of the course students are able to: (a) choose between different econometric models and estimation techniques; (b) discuss the empirical results of the economic and financial analyses proposed in class; (c) to perform one’s own analysis using econometric/statistical software.
Course contents
- Introduction to econometrics
- Simple regression models: theory and applications
- Multiple regression models: theory and applications
- Homoskedasticity and heteroskedasticity
- Introduction to panel data models
- Discrete choice models: Logit and Probit
- Maximum Likelihood methods: a primer
Readings/Bibliography
R. C. Hill, W. E. Griffiths and G. C. Lim, "Principles of Econometircs", 4th edition, New York: John Wiley and Sons
Teaching methods
Each topic will be introduced from a theoretical point of view first. Then empirical applications will be presented with special emphasis on economic interpretations.
Assessment methods
Written exam at the pc lab
Teaching tools
Software: Gretl (http://gretl.sourceforge.net/)
Links to further information
Office hours
See the website of Davide Raggi