75908 - Applied Econometrics

Academic Year 2022/2023

  • Teaching Mode: Traditional lectures
  • Campus: Bologna
  • Corso: First cycle degree programme (L) in Economics, Markets and Institutions (cod. 8038)

    Also valid for Second cycle degree programme (LM) in Local and Global Development (cod. 9200)

Learning outcomes

The aim of the course is to introduce the students to the use of quantitative techniques for the analysis of the socio-economic phenomena. At the first (preliminary) stage, the course offers a wide survey about the econometric approach, that will be also useful for the more advanced courses.

Course contents

1. The classical linear regression model (OLS)
2. The extensions (GLS and IV)
3. Time series modelling

Readings/Bibliography

Stock, J. e M. Watson, Introduction to Econometrics (5th edition), Pearson
Chapters: 1, 2, 3, 4, 5, 6, 7, 8, 9, 12, 15

Teaching methods

Each lecture presents both theoretical and applied aspects of the econometric method, by using the PC in class in order to show main outcomes of the regression analysis. Then is very important to attend attend the lectures.

Assessment methods

The final examination for students attending the lectures is in two parts: a written text on the basis of the relevant chapters of the textbook, and an empirical study is also due. Students not attending the lectures are requested to make a single written exam. Grades of assessment: <18: not sufficient; 18-23: sufficient; 24-27: good; 28-30: very good; 30 e lode:outstanding.

Teaching tools

PC and slides

Links to further information

https://virtuale.unibo.it/

Office hours

See the website of Roberto Golinelli

SDGs

Quality education Decent work and economic growth

This teaching activity contributes to the achievement of the Sustainable Development Goals of the UN 2030 Agenda.