You are here:

85316 - Statistics and Data 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
                            Law and Economics (cod. 9221)

                            Teaching resources on Virtuale

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.