Academic Year 2020/2021
- Docente: Davide Raggi
- Credits: 6
- SSD: SECS-P/05
- Language: English
- Teaching Mode: Traditional lectures
- Campus: Forli
-
Corso:
Second cycle degree programme (LM) in
Economics and management (cod. 9203)
Also valid for Second cycle degree programme (LM) in Economics and management (cod. 9203)
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 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 GRETL. 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 econometrics
- Simple regression models: theory and applications
- Multiple regression models: theory and applications
- Homoskedasticity and heteroskedasticity
- Introduction to panel data models
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 computer lab
Assessment methods
Written exam. Due to potential restrictions caused by covid-19, exam's rules may change.
Teaching tools
Software: STATA
Links to further information
Office hours
See the website of Davide Raggi