Università Roma Tre

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

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.