Insegnamenti I & II Livello
Programma dell'insegnamento: Introduction to econometrics
Corsi di Laurea
BFMF, EC
Codice Cfu Insegnamento
3Introduction to econometrics
Semestre
I sem.
Docente
Binotti Anna
tel: 050-2216324  email: abinotti@ec.unipi.it
Ore di lezione
12

Oggetto
The object of the course is to provide the basic knowledge of econometrics.

Apprendimento in termini di conoscenza
To provide the basic knowledge of econometrics.

Programma
The first part of the course introduces the statistical tool known as regression analysis within the framework of the classical regression model as applied to cross-section data. It begins with the use and properties of the regression model and then discusses how various technical problems should be handled.
The second part of the course discusses the application of the regression model to time series data, covering the following topics: modelling dynamics and non-stationary time series.
Examples of applications in economics are used throughout.

Software: PcGive (or free, open-source software).

Testi consigliati per l'esame
Thomas, R. L., (1993). Introductory Econometrics: Theory and Applications. Longman Economics
Johnston, J. Econometric methods . New York: McGraw Hill, 1971 (1963)

Testi consigliati per la consultazione
Greene, W. H., 2000, Econometric Analysis, Upper Saddle River, NJ: Prentice Hall;
M Stewart & K Wallis, Introductory Econometrics, Blackwell.

prova di esame
1 written examination
indietro