75908 - Applied Econometrics

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 and non linear regression model (OLS)
2. The extensions (GLS and IV)
3. Time series modelling

Readings/Bibliography

Stock, J. e M. Watson, Introduction to Econometrics (5th edition), Pearson
Chapters: 1, 2, 3, 4, 5, 6, 7, 8, 9, 12, 15

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. Then is very important to regularly attend the lectures.

It should be emphasized that 'regular attendance' does not simply mean being physically present in class, but rather reviewing the lessons regularly, completing the assigned exercises, and actively participating in class by asking questions when certain points are unclear.

Assessment methods

The final examination for students attending the lectures is in two parts: a written text on the basis of the relevant chapters of the textbook, and an empirical study is also due. Only for those students who will give the exam in this way, I will be able to write a reference letter.

Students not attending the lectures are requested to make a single written exam. Grades of assessment: <18: not sufficient; 18-23: sufficient; 24-27: good; 28-30: very good; 30 e lode:outstanding.

Teaching tools

PC and slides

Links to further information

https://virtuale.unibo.it/

Office hours

See the website of Roberto Golinelli