- Docente: Michele Costa
- Credits: 6
- SSD: SECS-S/01
- Language: Italian
- Teaching Mode: Traditional lectures
- Campus: Bologna
- Corso: Second cycle degree programme (LM) in Law and Economics (cod. 9221)
Learning outcomes
The knowledge of the fundamental tools of statistical inference, OLS estimation and hypothesis testing, simple and multiple linear regression model.
Course contents
Statistical inference.
Hypothesis testing.Confidence intervals.
Linear models and residual analysis.
Autocorrelation test: Durbin Watson and Breusch Godfrey.
Heteroskedasticity test: White test.
Linear restrictions, test for omitted variables and test for structural breaks.
Readings/Bibliography
M. Verbeek, A guide to modern econometrics, Wiley.
Teaching methods
Lectures followed by in-class tutorials.
Case studies by using Excel and Gretl
Assessment methods
Oral exam.
Teaching tools
https://iol.unibo.it/
Office hours
See the website of Michele Costa
SDGs
This teaching activity contributes to the achievement of the Sustainable Development Goals of the UN 2030 Agenda.