10532 - Applied Econometrics

Academic Year 2018/2019

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 (4th edition), Pearson
Chapters: 1, 2, 3, 4, 5, 6, 7, 8, 9, 12, 14

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.

Assessment methods

The final examination for students attending the lectures is in three parts: a written text on the basis of the relevant parts of the textbook. In addition, an empirical study and some tests are also due. Students not attending the lectures are requested to make a single written exam on the basis of the end-chapter exercises of the textbook.

Teaching tools

PC and slides

Office hours

See the website of Roberto Golinelli