- 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)
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
Notes, problems and solutions, cases study and examples, software open source Gretl on https://virtuale.unibo.it/
Office hours
See the website of Michele Costa