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Teacher
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SECONDI Luca
(syllabus)
1. AVAILABILITY AND PRODUCTION OF STATISTICAL ECONOMIC INFORMATION - Statistical economic information: definitions and general concepts; - The quantification of economic reality and economic statistics; - Quality of statistical information; - The sources of statistical information; - Planning an economic survey: census and sample surveys. sample surveys. Sample surveys;
2. STATISTICAL ANALYSIS OF ECONOMIC RELATIONSHIPS - Recalls to Statistical Test Theory: Tests for difference between means, Tests for variance; - Analysis of variance (Anova) - Non-parametric tests: Chi-square test for independence and fit; - Fundamentals of regression analysis. The simple linear regression model: specification and estimation of coefficients, goodness-of-fit measures. The ordinary least squares (OLS) estimation method: assumptions, derivation and properties. Sample distribution of OLS estimators. Inference on the simple linear regression model: hypothesis testing and confidence intervals. The multiple linear regression model: bias from omitted variables, the OLS estimator of multiple regression, measures of goodness of fit. Least squares assumptions for multiple regression. Inference on the multiple regression model: testing of assumptions and confidence intervals. Notes on the violation of assumptions underlying the linear regression model.
3. INTERPRETATION AND COMPARISON OF DATA RELATED TO ECONOMIC PHENOMENA - Statistical ratios. - The construction of index numbers. - Simple index numbers and complex index numbers. - Some index numbers published by ISTAT. - Interpretation of synthetic indices
(reference books)
Biggeri L., Bini M., Coli A., Grassini L., Maltagliati M. Statistica per le decisioni aziendali - Pearson (2023)
Giuliani D., Dickson M.M. (2015), Analisi statistica con Excel, Maggioli Editore.
Materiale didattico messo a disposizione dalla docente tramite il Portale dello studente https://moodle.unitus.it/moodle/
Ulteriori testi di riferimento:
• Stock J.H. e Watson, M.W. Introduzione all’econometria, Pearson, 2023 (ultima edizione)
Testi di utile consultazione: • Giovannini E. (2015) Le Statistiche Economiche, Il Mulino • Statistica per le decisioni economico aziendali, Maggioli Editore, D.Anderson, D.Sweeney, T.Williams.
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