Bachelor's degree in Economics and Business (Vicenza)

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Course partially running (all years except the first)

Introductory econometrics

Course code
4S02453
Name of lecturers
Diego Lubian, Alessandro Bucciol
Coordinator
Diego Lubian
Number of ECTS credits allocated
6
Academic sector
SECS-P/05 - ECONOMETRICS
Language of instruction
Italian
Site
VICENZA
Period
primo semestre dal Sep 23, 2013 al Jan 10, 2014.

Lesson timetable

primo semestre

Not inserted.

Syllabus

1. Introduction and refresher
1.1 Refresher of probability
1.2 Refresher of statistics

2. Regression analysis
2.1 Simple linear regression model and statistical inference
2.2 Multiple linear regression model and statistical inference
2.3 Non-linear regression
2.4 Diagnostics: outliers, heteroskedasticity, autocorrelation, structural breaks

3. Additional topics
3.1 Regression with a binary dependent variable
3.2 Instrumental variables regression

Reference books
Author Title Publisher Year ISBN Note
James H. Stock, Mark W. Watson Introduzione all'econometria (Edizione 4) Pearson Education Italia 2016 978-8-891-90124-8

Assessment methods and criteria

Midterm (50%) and final (50%) exam.

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