Unit ECONOMETRICS

Course
Finance and quantitative methods for economics
Study-unit Code
A003080
Location
PERUGIA
Curriculum
Statistical data science for finance and economics
Teacher
Carlo Andrea Bollino
Teachers
  • Carlo Andrea Bollino
Hours
  • 42 ore - Carlo Andrea Bollino
CFU
6
Course Regulation
Coorte 2023
Offered
2023/24
Learning activities
Caratterizzante
Area
Economico
Academic discipline
SECS-P/05
Type of study-unit
Obbligatorio (Required)
Type of learning activities
Attività formativa monodisciplinare
Language of instruction

English
Contents

The Econometrics course provides the analytical tools and fundamental methods for the study of economic relations and for the quantification of structural parameters. The student acquires autonomous skills of estimation and modeling of the quantities and relationships of economic theory.
Reference texts

J.H. Stock M.W. Watson, Introduction to econometrics, Pearson, 2012
Educational objectives

Obiettivi formativi OBIETT_FORM Sì Offrire agli studenti gli strumenti pratici con il quale elaborare analisi empiriche dei vari modelli econometrici To provide to students the practical tools through which carry out empirical analysis for the various econometric models
Prerequisites

Statistics
Teaching methods

Theoretical lessons present the estimation methods and the practical lessons show the student the use of the R software, the main functions and codes used in the empirical analyses.
Other information

For information on support to students with disabilities, see: http://www.unipg.it/disabilita-e-dsa".
Learning verification modality

Students can develop an essay in which they will present the econometric analysis carry out on empirical datasets proposed by the tutor

Students with disabilities and/or with DSA are invited to visit the page dedicated to the tools and measures envisaged and to agree in advance what is necessary with the teacher (https://www.unipg.it/disabilita -e-dsa)
Extended program

1) Installing R and Rstudio
2) Basic Programming Concept and Terminology
3) R Packages
4) First Practical Session
5) Data Visualization
6) Data Wrangling
7) Basic Regression Models
8) Test of Hypothesis
Obiettivi Agenda 2030 per lo sviluppo sostenibile

2 6 7
Condividi su