Course 2025-2026 a.y.

20358 - ECONOMETRICS - PREPARATORY COURSE

Department of Economics

Course taught in English

DSBA (I/II sem. - P) - EMIT (I/II sem. - P) - ESS (I/II sem. - P) - GIO (I/II sem. - P) - PPA (I/II sem. - P)

Course Director:
GIOVANNI BRUNO

Instructors:
Class 1: TO BE DEFINED

Mission & Content Summary

MISSION

The course intends to provide students with an introduction to methods of linear regression in econometrics.

CONTENT SUMMARY

Linear regression:

-Linear population model;

-Linear regression model;

-OLS (with Stata applications);

-Hypothesis testing (with Stata applications);

-Robust inference (with Stata applications);

-Instrumental variable (with Stata applications)

Matrix algebra useful for linear regression:

-matrix operations;

-determinants;

-linear independence;

-rank;

-inverse matrix;

-vector spaces and projection matrices;

-quadratic forms;

-calculus.

Intended Learning Outcomes (ILO)

KNOWLEDGE AND UNDERSTANDING

At the end of the course student will be able to...

APPLYING KNOWLEDGE AND UNDERSTANDING

At the end of the course student will be able to...

understan and apply the main procedures of linear regression in econometrics

Teaching methods

Lectures

DETAILS

Lectures are in the form of videos in Blackboard

Assessment methods

	Continuous assessment	Partial exams	General exam
Active class participation (virtual, attendance)	x