32626 - Econometrics

Course Unit Page

  • Teacher Davide Raggi

  • Credits 5

  • SSD SECS-P/05

  • Teaching Mode Traditional lectures

  • Language English

  • Course Timetable from Nov 06, 2018 to Dec 06, 2018

Academic Year 2018/2019

Learning outcomes

At the end of the course the student has adequate knowledge of the basic instrument used by economists for their empirical investigations (the linear regression model for the analysis of cross-sectional and panel data) and is able to understand under what conditions the estimated relationship has a causal interpretation. Drawing on critical discussion about some micro-economic applications from recent research, the student receives specific data to practice at the computer and learn the basic skills to perform empirical work using the software STATA. At the end of the course he/she is capable to understand scientific articles using the linear regression model and is also able to perform its own analysis with this instrument.

Course contents

- Introduction to econometric methods and data
- Simple Regression Model
- Multiple regression model
- Homoskedasticity vs. Heteroskedasticity
- A primer on Panel data models
- Practical econometrics (STATA)


J.H. Stock e M.W. Watson,   Introduction to Econometrics  , 3rd Ed., Ed. Pearson Education Inc. 2011

Teaching methods

For each topic we will first introduce the relevant theory, and then move as soon as possible to its empirical application. Special emphasis will be placed on the economic interpretation of the results.

Assessment methods

Written exam (at the pc lab)

Teaching tools

Some lectures will be given at the computer lab. We will discuss several empirical analysis using the econometric software STATA.

Links to further information


Office hours

See the website of Davide Raggi