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41924 - Statistical Methods for Economic Analysis

Academic Year 2019/2020

                
                        Docente:
                        Michele Costa
                    
                        Credits:
                        6
                    
                        SSD:
                        SECS-S/01
                    
                        Language:
                        Italian
                    
                        Teaching Mode:
                        Traditional lectures
                        
                            Campus:
                            Bologna
                        
                            Corso:
                            Second cycle degree programme (LM) in
                            Economics and Economic Policy (cod. 8420)

                            Teaching resources on Virtuale

Learning outcomes

The knowledge of the fundamental tools of statistical inference - likelihood, estimation and hypothesis testing - for normal, binomial and Poisson models, regression models and generalized linear models.

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.

ARCH specifications and tests.

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.