- Docente: Davide Raggi
- Credits: 6
- SSD: SECS-P/05
- Language: English
- Teaching Mode: Traditional lectures
- Campus: Forli
-
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 the student 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, the student develops the basic skills to perform empirical work using econometric software. At the end of the course the student is able to: - to choose between different econometric models and estimation techniques; - to discuss the empirical results of the economic and financial analyses proposed in class; - 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
- Introduction to instrumental variables
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
- Lectures in class
- Lectures at the pc lab
Assessment methods
Written exam at the pc lab. Sue to some ptssible restrictions caused by Covid-19, exam's rules might change.
Teaching tools
Software: Gretl
Links to further information
Office hours
See the website of Davide Raggi