INTRODUCTION TO ECONOMETRICS - ESERCITAZIONI
- Anno accademico
- 2021/2022 Programmi anni precedenti
- Titolo corso in inglese
- INTRODUCTION TO ECONOMETRICS - PRACTICE
- Codice insegnamento
- ET2013 (AF:303803 AR:167579)
- Lingua di insegnamento
- Inglese
- Modalità
- In presenza
- Crediti formativi universitari
- 0 su 6 di INTRODUCTION TO ECONOMETRICS
- Livello laurea
- Laurea
- Settore scientifico disciplinare
- SECS-P/05
- Periodo
- 1° Periodo
- Anno corso
- 3
- Sede
- VENEZIA
- Spazio Moodle
- Link allo spazio del corso
Inquadramento dell'insegnamento nel percorso del corso di studio
The course contributes to achieve the main objectives of the bachelor degree in "Economia e Commercio" and "Economics, Markets, and Finance". In line with the rest of the program this course introduces students to the main mathematical and statistical methods for estimating economic relationships. Particular attention will be given to the
methodological rigor and the use of the proper econometric language.
methodological rigor and the use of the proper econometric language.
Risultati di apprendimento attesi
Students will learn the main basic econometrics tools needed to derive and interpret estimation results based on the nature of the data. Students will develop data analysis skills and critical thinking.
Prerequisiti
Basic knowledge of linear algebra, Calculus and Statistics
Contenuti
- Economic data and steps in empirical economic analysis
- Recall of statistics and mathematical tools needed in econometrics
- Linear regression models in cross-sectional settings: Multiple regression analysis, Ordinary Least Square estimator (OLS) and properties.
- Interpretation and comparison of regression models
- Specification test and data problems
- Heteroskedasticity, autocorrelation and and Generalized Least Squares estimator (GLS)
- Univariate time series analysis. ARMA process. Stationarity and unit root tests
- Recall of statistics and mathematical tools needed in econometrics
- Linear regression models in cross-sectional settings: Multiple regression analysis, Ordinary Least Square estimator (OLS) and properties.
- Interpretation and comparison of regression models
- Specification test and data problems
- Heteroskedasticity, autocorrelation and and Generalized Least Squares estimator (GLS)
- Univariate time series analysis. ARMA process. Stationarity and unit root tests
Testi di riferimento
Verbeek, M., A guide to Modern Econometrics, Fifth Edition. Wiley Custom, 2009
Modalità di verifica dell'apprendimento
Written exam on the econometrics concepts learned during the course: (i) analytical solution of basic econometric problems (ii) discussion of the estimation results (iii) interpretation of tests and estimates obtained using an econometric software.
Modalità di esame
non previsto
Metodi didattici
Lectures, practical sections and tutorials
Programma definitivo.
Data ultima modifica programma: 22/09/2021