Course Overview

The course aims to provide students with a thorough understandingof
core techniques of econometrics. A special attention will be devoted
to test economic theories and quantify relevant factors for economic
policy and other decisions. Students will have practical experience of
the application of econometric methods, and be able touse STATA to
work with data to estimate models. At the end of this course, students
should have become proficient in developing and interpreting linear
multiple regression models as applied to a variety of economic
problems and data.

Learning Achievement

Competence

Course prerequisites

Descriptive statistics, basic concepts of probabilities.

Grading Philosophy

- Continuous examination (40) 
- Final exam (theory) + Continuous assessment (theory +STATA).

Course schedule

Implementation of a multiple linear regression model, presentation of
the estimators of ordinary least squares (OLS) and their statistical
properties as the classical model assumptions, diagnosticsand possible
solutions when the latter are not met. 

Understanding of the principles underlying the multiple linear
regression model and interpreting / assessing results.

PLAN: 

- CH 1. Linear and Multiple regression : OLS estimators, tests,  -
CH 2. Heteroskedasticity and consequences on the OLS properties,
robust standard errors, GLS  - CH 3. Multicollineairty and
autocorrelation  - CH 4. Specification and data issue : Endogeneity
; Binary variables(Logit/probit) ; Count Variables (Poisson)  Each
chapter of the course will have some applications based on dataset
provided by the teacher. During the TD students will be asked to work
on STATA on subjects related to the topics discussed in classes. 

Course type

Lecture course, tutorial classes

Online Course Requirement

Instructor

Other information

BIBLIOGRAPHIC REFERENCES : 
- Jeffrey Wooldridge: Introductory Econometrics: A Modern Approach,
5th edition  - A. Colin Cameron and Pravin K.
Trivedi,“Microeconometrics using Stata”, Stata Press, Revised
Edition  KEY WORDS :MCO, Heteroskedasticity, STATA

Duration: 12 hours

Language of instruction: English
Mode of delivery: Face-to-face teaching; Practical exercises with STATA

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