Teaching - Università Roma Tre

ECONOMETRICS (objectives)

Code

21801893

Language

ITA

Type of certificate

Profit certificate

Credits

8

Scientific Disciplinary Sector Code

SECS-P/05

Contact Hours

64

Type of Activity

Elective activities

Derived from	21801990 ECONOMETRICS in SCIENZE DELLE PUBBLICHE AMMINISTRAZIONI (DM 270) LM-63 N0 MAGAZZINO COSIMO (syllabus) PART 1: INTRODUCTION AND RECALLS Economic questions and economic data Review of mathematics, probability and statistics PART 2: FUNDAMENTAL ELEMENTS OF REGRESSION ANALYSIS Linear regression with a single regressor Regression with a single regressor: hypothesis testing and confidence intervals Linear regression with multiple regressors Hypothesis testing and confidence intervals in multiple regression Nonlinear regression functions Evaluation of studies based on multiple regression PART 3: FURTHER DEVELOPMENTS OF REGRESSION ANALYSIS Regression with panel data Regression with binary dependent variable Regression with instrumental variables (reference books) Teaching materials: J. H. Stock, M.W. Watson, Introduction to Econometrics, 4 / Ed., Pearson, 2016 (chapters 1-12). Lecture notes by the teacher. During the course the students are invited to borrow one of the following volumes from the Library: Acock A.C., A Gentle Introduction to Stata, Stata Press; Adkins L.C., Hill R.C., Using Stata for Principles of Econometrics, Wiley; Asteriou D., Hall S.G., Applied Econometrics, Palgrave Macmillan; Baum C.F., An Introduction to Modern Econometrics Using Stata, Stata Press; Hamilton L.C., Statistics with Stata, Cengage; Kohler U., Kreuter F., Data Analysis Using Stata, Stata Press; Longest K.C., Using Stata for Quantitative Analysis, Sage; Pedace R., Econometrics for Dummies, Wiley. Support texts: C. Magazzino, Precorso di Matematica, McGraw-Hill, 2013. P.H. Franses, Brief introduction to econometrics, il Mulino, 2004.
Dates of beginning and end of teaching activities	From to
Delivery mode	Traditional
Attendance	not mandatory
Evaluation methods	Written test Oral exam A project evaluation

Derived from	21801990 ECONOMETRICS in SCIENZE DELLE PUBBLICHE AMMINISTRAZIONI (DM 270) LM-63 N0 MAGAZZINO COSIMO (syllabus) PART 1: INTRODUCTION AND RECALLS Economic questions and economic data Review of mathematics, probability and statistics PART 2: FUNDAMENTAL ELEMENTS OF REGRESSION ANALYSIS Linear regression with a single regressor Regression with a single regressor: hypothesis testing and confidence intervals Linear regression with multiple regressors Hypothesis testing and confidence intervals in multiple regression Nonlinear regression functions Evaluation of studies based on multiple regression PART 3: FURTHER DEVELOPMENTS OF REGRESSION ANALYSIS Regression with panel data Regression with binary dependent variable Regression with instrumental variables (reference books) Teaching materials: J. H. Stock, M.W. Watson, Introduction to Econometrics, 4 / Ed., Pearson, 2016 (chapters 1-12). Lecture notes by the teacher. During the course the students are invited to borrow one of the following volumes from the Library: Acock A.C., A Gentle Introduction to Stata, Stata Press; Adkins L.C., Hill R.C., Using Stata for Principles of Econometrics, Wiley; Asteriou D., Hall S.G., Applied Econometrics, Palgrave Macmillan; Baum C.F., An Introduction to Modern Econometrics Using Stata, Stata Press; Hamilton L.C., Statistics with Stata, Cengage; Kohler U., Kreuter F., Data Analysis Using Stata, Stata Press; Longest K.C., Using Stata for Quantitative Analysis, Sage; Pedace R., Econometrics for Dummies, Wiley. Support texts: C. Magazzino, Precorso di Matematica, McGraw-Hill, 2013. P.H. Franses, Brief introduction to econometrics, il Mulino, 2004.
Dates of beginning and end of teaching activities	From to
Delivery mode	Traditional
Attendance	not mandatory
Evaluation methods	Written test Oral exam A project evaluation