- Docente: Davide Raggi
- Credits: 4
- SSD: SECS-P/05
- Language: Italian
- Teaching Mode: Traditional lectures
- Campus: Forli
- Corso: Second cycle degree programme (LM) in ECONOMICS AND BUSINESS ADMINISTRATION (cod. 0906)
Learning outcomes
The course introduces the basic econometric methods for the
empirical analysis in economics and finance. It covers the linear
multiple regression model for cross section data under the
assumption of random sampling and introduces the basic concepts for
time series analysis. Empirical applications with the econometric
software GRETL will help students to improve their knowledge and
their autonomy for the analysis of empirical problems.
Course contents
- Multiple linear regression models: a review
- Introduction to time series, forecasts and serial
correlation.
- Stationary and non-stationary time series
- Autoregressive and distributed lag models
- Forecasts
- Introduction to Cointegration
- Vector Autoregressive Models (VAR)
Readings/Bibliography
J.H. Stock e M.W. Watson, Introduzione
all'Econometria, Pearson-Prentice Hall, Bologna,
2009.
The english version of the book is also available (Introduction to
Econometrics Ed. Pearson Education Inc. 2007)
N. Cappuccio e R. Orsi Econometria, Il Mulino,
Bologna
(with particular attention to chapters 6-11-12)
Assessment methods
The final exam is written.
Teaching tools
For the empirical applications the software GRETL will be used.
This software is freely available at
http://gretl.sourceforge.net/
Links to further information
https://www.moodle.unibo.it/login/index.php
Office hours
See the website of Davide Raggi