Course teached as: B020840 - MOD. 1 MICROECONOMETRICS Second Cycle Degree in ECONOMICS AND DEVELOPMENT Curriculum ECONOMICS
Teaching Language
english
Course Content
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
Learning Objectives
Understand basic econometrics and use econometric packeges.
Prerequisites
Statistical inference
Teaching Methods
Blackboard and chalk, plus tutorials in computer center
Type of Assessment
Written exam, including computations.
Course program
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.