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    Immacolata MARINO

    Insegnamento di ECONOMETRICS

    Corso di laurea in DATA ANALYTICS

    SSD: SECS-P/05

    CFU: 6,00

    ORE PER UNITÀ DIDATTICA: 48,00

    Periodo di Erogazione: Secondo Semestre

    Italiano

    Lingua insegnamento

    INGLESE

    English

    Teaching language

    English

    Contents

    Regression with a single regressor; regression with multiple regressors; properties of the OLS estimates and estimators; basics of functional form analysis; inference; elements of time series analysis and forecasting; panel data and methods for policy evaluation

    Textbook and course materials

    Jeffrey M Wooldridge, Introductory Econometrics, Thomson

    Course objectives

    Students should be able to estimate a regression model by using the OLS method and to interpret estimated coefficients

    Prerequisites

    Fundamentals of Probability and Fundamentals of Mathematical Statistics

    Assessment methods

    Written examination

    Detailed syllabus

    Chapter 1 The Nature of Econometrics and Economic Data
    Chapter 2 The Simple Regression Model
    Chapter 3 Multiple Regression Analysis: Estimation
    Chapter 4 Multiple Regression Analysis: Inference
    Chapter 6 Multiple Regression Analysis: Further Issues
    Chapter 7 Multiple Regression Analysis with Qualitative Information
    Chapter 10 Basic Regression Analysis with Time Series Data
    Chapter 12 Serial Correlation and Heteroskedasticity in Time Series Regressions
    Chapter 13 Pooling Cross Sections across Time: Simple Panel Data Methods

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