LAURETI Tiziana
(syllabus)
Outline of the course: 1. Introduction: the nature of econometrics and of economic data 2. Review on probability and statistics. 3. Regression analysis with cross-sectional data. Bivariate linear regression models. 4. Matrix Algebra 5. Multiple regression analysis 6. Non linear regression 7. Specification errors: Heteroskedasticity and autocorrelation 8. Instrumental variable regressions 9. Models for panel data. Fixed and random effects models. Introduction to dynamic panel models 10. Application of econometrics to real-world problems
(reference books)
Principles of Econometrics, 5th Edition, Wiley, 2018
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