Info
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Course 2019-2020 a.y.

20358 - ECONOMETRICS - PREPARATORY COURSE

All Programs
Department of Economics

Course taught in English

Insegnamento offerto in modalita' e-learning


DES-ESS (I/II sem. - P) - EMIT (I/II sem. - P) - GIO (I/II sem. - P) - PPA (I/II sem. - P)
Course Director:
BARBARA CHIZZOLINI

Module: E-learning class-group
Instructors:
Class 1: BARBARA CHIZZOLINI


Mission & Content Summary
MISSION

The course provides an introduction to the use of econometric methods in economics. A good knowledge of undergraduate Mathematics and Statistics is required. Matrix algebra is reviewed in depth. The main topics studied in the course are the linear regression model, parameter estimation and hypothesis testing, model specification and model selection. The topics are addressed both from a theoretical point of view and by means of computer based empirical applications.

CONTENT SUMMARY

The linear regression model:

  • Specification, underlying hypotheses.
  • Parameter estimation, one regressor case.
  • Parameter estimation, many regressors case.
  • Interpreting the estimated parameters.
  • Properties of the estimators.
  • Analysis of variance, R2.
  • Interval estimation Hypothesis testing, the t- and F-tests.
  • Collinearity, omitted variables, redundant variables Examples.
  • Matrix algebra.

Teaching methods
  • Face-to-face lectures
DETAILS

Assessment methods
  Continuous assessment Partial exams General exam
  • Written individual exam (traditional/online)
  •     x

    Teaching materials
    ATTENDING AND NOT ATTENDING STUDENTS
    • W.H.GREENE, Econometric Analysis, Prentice Hall, 2007, 6th edition. 
    • J.M. WOOLDRIDGE, Introductory econometrics, SOUTH WESTERN-CENGAGE, 2009, 4th edition. 
    Last change 05/06/2019 09:18