- 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)
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.
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