Università degli Studi di Siena

ECONOMETRICS

AF monodisc.

Course details

Academic year:

2018/2019

Available in academic year:

2019/2020

Type of course:

Supplementary

Lesson type:

Elective

Department/structure:

First cycle degree (DM 270) in ECONOMICS AND BANKING

Department of Economics and statistics

Scientific-disciplinary sector:

ECONOMETRIA (SECS-P/05)

Course language:

Italian

Credits:

Course year:

Teaching staff:

RAZZOLINI TIZIANO

Semester:

Second semester

Hours of lectures:

Hours of self study:

140

Requirements:

Students in this course are expected to have had some prior coursework in differential and integral calculus, probability and statistics, matrix algebra, and economics. The background statistical and mathematical tools are also available in the appendices of the textbook chosen for this course. The amount of classroom time devoted to the review of elementary concepts in these areas will depend on the nature of questions and help sought by students.

Learning objectives

The purpose of this course is to provide the students with a thorough grounding in central ideas and techniques of econometric theory, as well as to give all the tools needed to carry out an empirical project. Students should be able to use appropriate econometric software, obtain results from actual data and know how to interpret them, to build their own estimating equations, to test statistical hypothesis taken from economic theory, and to detect the role of statistical inference in a regression context.

Contents

Introduction to Econometrics, Economic Questions and Data

Review of Probability and Statistics

Simple Linear Regression

Hypothesis Tests and Confidence Intervals

Model Frecast, Fitting and Specification

Multiple Linear Regression

Further Results of Multiple Linear Regression

Qualitative Variables

Eteroskedasticity

Time Series Regression: stationary variables

Endogenous Regressors and Method of Moments

Time Series Regression: non stationary variables

Regression with Panel Data

Regression with a Binary Dependent Variable

Other courses

Course year: 1

BUSINESS ADMINISTRATION
8 credits - Basic
COMPUTER SCIENCE
4 credits - Various educational activities
ECONOMIC HISTORY
8 credits - Basic
ENGLISH
4 credits - Various educational activities
Mathematics Pre-course
Basic
POLITICAL ECONOMY
8 credits - Characteristic of the class
PRINCIPLES OF MATHEMATICS
8 credits - Basic
PRINCIPLES OF MATHEMATICS (EXERCISES COURSE)
Basic
PUBLIC LAW
8 credits - Characteristic of the class
STATISTICS
8 credits - Characteristic of the class
TEST OF COMPETENCE IN ENGLISH – B1
3 credits - A foreign language/final examination

Course year: 2

ADMINISTRATIVE LAW
8 credits - Characteristic of the class
ECONOMETRICS
8 credits - Supplementary
FINANCIAL MATHEMATICS
8 credits - Characteristic of the class
FINANCIAL REPORTING
8 credits - Characteristic of the class
LABOUR LAW AND INDUSTRIAL RELATIONS
8 credits - Characteristic of the class
MACROECONOMICS
8 credits - Characteristic of the class
MICROECONOMICS
8 credits - Characteristic of the class
PRIVATE LAW
8 credits - Basic

Course year: 3

CHOSEN BY THE STUDENT
12 credits - Optional
ECONOMICS OF MONEY AND BANKING
8 credits - Characteristic of the class
ENVIRONMENTAL POLICY
8 credits - Characteristic of the class
FINAL EXAMINATION
3 credits - A foreign language/final examination
GROWTH THEORY AND DEVELOPMENT
8 credits - Characteristic of the class
HISTORY OF POLITICAL ECONOMY
8 credits - Supplementary
INDUSTRIAL ECONOMICS
8 credits - Characteristic of the class
INTERNATIONAL ECONOMICS
8 credits - Supplementary
INTRODUCTION TO POLITICAL SCIENCE
8 credits - Supplementary
LABOUR ECONOMICS
8 credits - Characteristic of the class
OTHER KNOWLEDGE USEFUL FOR THE INTEGRATION INTO THE LABOUR MARKET
2 credits - Various educational activities
PUBLIC FINANCE
8 credits - Characteristic of the class
STATISTICS II
8 credits - Supplementary

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ECONOMETRICS

ECONOMETRICS