| QUANTITATIVE METHODS IN FINANCIAL ECONOMICS |
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Code
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21210151 |
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Language
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ITA |
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Type of certificate
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Profit certificate
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| Module: QUANTITATIVE METHODS IN FINANCIAL ECONOMICS I |
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Code
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21210151-1 |
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Language
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ENG |
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Type of certificate
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Profit certificate
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|
Credits
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3
|
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Scientific Disciplinary Sector Code
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SECS-P/01
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Contact Hours
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20
|
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Type of Activity
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Core compulsory activities
|
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Derived from
|
21210151-1 QUANTITATIVE METHODS IN FINANCIAL ECONOMICS I in Finance and Business LM-16 Iannaccone Roberto
(syllabus)
An Introduction to Econometrics
Review of the simple linear regression model
The Multiple Regression Model
Regression with Time-Series Data: Stationary Variables
Panel Data Models
Examples with economic data
Each topic includes applications to problems and economic data
Exercises in R
(reference books)
Carter Hill, R., Griffiths, W.E., Lim, G.C., Principles of Econometrics, 5th Edition, 2018, Wiley
Kleiber, C., Zeileis, A., Applied Econometrics with R, 2008, Springer. (https://eeecon.uibk.ac.at/ zeileis/teaching/AER/)
https://bookdown.org/ccolonescu/RPoE4/
|
|
Dates of beginning and end of teaching activities
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From 16/09/2019 to 14/12/2019 |
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Delivery mode
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Traditional
|
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Attendance
|
not mandatory
|
|
Evaluation methods
|
Written test
|
|
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| Module: QUANTITATIVE METHODS IN FINANCIAL ECONOMICS II |
|
Code
|
21210151-2 |
|
Language
|
ENG |
|
Type of certificate
|
Profit certificate
|
|
Credits
|
6
|
|
Scientific Disciplinary Sector Code
|
SECS-S/06
|
|
Contact Hours
|
40
|
|
Type of Activity
|
Related or supplementary learning activities
|
|
Derived from
|
21210151-2 QUANTITATIVE METHODS IN FINANCIAL ECONOMICS II in Finance and Business LM-16 Iannaccone Roberto
(syllabus)
An Introduction to Econometrics
Review of the simple linear regression model
The Multiple Regression Model
Regression with Time-Series Data: Stationary Variables
Panel Data Models
Examples with economic data
Each topic includes applications to problems and economic data
(reference books)
Carter Hill, R., Griffiths, W.E., Lim, G.C., Principles of Econometrics, 5th Edition, 2018, Wiley
Kleiber, C., Zeileis, A., Applied Econometrics with R, 2008, Springer. (https://eeecon.uibk.ac.at/ zeileis/teaching/AER/)
https://bookdown.org/ccolonescu/RPoE4/
|
|
Dates of beginning and end of teaching activities
|
From 16/09/2019 to 14/12/2019 |
|
Delivery mode
|
Traditional
|
|
Attendance
|
not mandatory
|
|
Evaluation methods
|
Written test
|
|
|
|
Università Roma Tre