Insegnamento mutuato da: B020840 - MOD. 1 MICROECONOMETRICS Laurea Magistrale in ECONOMICS AND DEVELOPMENT- ECONOMIA POLITICA E SVILUPPO ECONOMICO Curriculum ECONOMICS
Lingua Insegnamento
english
Contenuto del corso
Overview of the linear regression model and ordinary least squares
estimation (OLS): algebraic properties, statistical properties of OLS,
Gauss-Markov theorem, forecast errors, distribution of linear and
quadratic forms, linear restrictions, restricted least squares, t-test,
F-test, structural change, specification errors.
Linear models for panel data (fixed effects).
Discrete choice models.
1) Dispense fornite dal docente: http://mpra.ub.uni-muenchen.de/43952
Obiettivi Formativi
Understand basic econometrics and use econometric packeges.
Prerequisiti
Statistical inference
Metodi Didattici
Blackboard and chalk, plus tutorials in computer center
Modalità di verifica apprendimento
Written exam, including computations.
Programma del corso
Overview of the linear regression model and ordinary least squares
estimation (OLS): algebraic properties, statistical properties of OLS,
Gauss-Markov theorem, forecast errors, distribution of linear and
quadratic forms, linear restrictions, restricted least squares, t-test,
F-test, structural change, specification errors.
Linear models for panel data (fixed effects).
Discrete choice models.