Academic year2016/17
CourseECONOMICS
Code246PP
Credits9
PeriodSemester 2
LanguageEnglish
| Modules | Area | Type | Hours | Teacher(s) |
| ADVANCED ECONOMETRICS | SECS-P/05 | LEZIONI | 63 | |
Programma non disponibile nella lingua selezionata
Knowledge
The student who successfully completes the course will possess the quantitative techniques for the analysis of economic data both in a static ans a dynamic pescpective. He is expected to acquire the theoretical background and apply the tools concerning the classical linear regression model and its generalizations (generalized least squares, OLS, instrumental variables estimation method), basic time series econometrics (the univariate case), and the simultaneous equation models.
Assessment criteria of knowledge
The student will be assessed on
- his/her demonstrated ability to discuss the main course contents using appropriate terminology, proper concepts and rigorous thinking.
- his/her demonstrated ability to solve simple estimation problems applying the appropriate tools.
Methods:
Teaching methods
Delivery: face to face
Learning activities:
- attending lectures
- individual study
- Practical
Attendance: Advised
Teaching methods:
- Lectures
- Task-based learning/problem-based learning/inquiry-based learning
Syllabus
The objective of the course is to provide students with a thorough coverage of the classical econometric theory and with the computational tools to be used in the empirical analyses. The program generally includes the following topics: the classical regression model, relaxing the assumptions of the classical model, time series econometrics and simultaneous equation models.
Bibliography
William Greene, Econometric Analysis, Prentice Hall International Edition.
Updated: 14/11/2016 17:27
