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STATISTICS AND ECONOMETRICS (INACTIVE 2022/23)

Oggetto:

STATISTICS AND ECONOMETRICS (INACTIVE 2022/23)

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Anno accademico 2022/2023

Codice attività didattica
CPS0730
Corso di studio
Master's Degree Course in Economic analysis and policy
Anno
1° anno
Periodo
Primo semestre
Tipologia
Caratterizzante
Crediti/Valenza
9
SSD attività didattica
SECS-S/01 - statistica
Erogazione
Tradizionale
Lingua
Inglese
Frequenza
Facoltativa
Tipologia esame
Scritto ed orale
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Sommario insegnamento

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Avvisi

Cancellazione iscritti ai corsi sulla piattaforma del Dipartimento
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Obiettivi formativi

Part 1: The aim of this part of the course is to give students the preliminary elements of statistics. The goal is to provide the students with the basic knowledge on Descriptive statistics and Statistical Inference, which allow to withdraw conclusion about events of economic interest from observational data.

Parts 2: The aim of these parts of the course is to provide students with the fundamentals of Econometrics. All the theoretical aspects of the econometric modelling will be treated jointly with interesting and modern empirical applications to motivate students and give them necessary knowledge to interpret multiple regression outputs, to try to respond to real-world and policy relevant questions with rigorous numerical answers, to plan and realize a simple empirical research project potentially useful to set up their final Master dissertation.

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Risultati dell'apprendimento attesi

The student will be able to understand and handle basic tools of econometrics and will have the ability to use such techniques for the development of quantitative economic models.

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Programma

The first part of the course will focus on revision of Statistics:

  • Descriptive Statistics (materials provided in class)
  • Probability (Chater 2)
  • Inference (Chater 3)

The second part of the course will focus on cross-sectional data following a non-experimental approach. It will provide a deep insight on the linear regression model and ordinary least squares as well as the basics of non-linear models for limited dependent variables. Specifically: 

  • Introduction to econometrics: economics questions and data (Chater 1)
  • The linear regression model with one regressor (Ch. 4, 5)
    • Estimation
    • Measures of fit
    • Assumptions
    • Sampling distribution
    • Inference
    • Regression with binary regressor
    • Heteroskedasticity and homoscedasticity
  • The linear regression with multiple regressor (Ch. 6, 7)
    • Omitted Variable Bias
    • Estimation
    • Measures of fit
    • Assumptions
    • Sampling distribution
    • Multicollinearity and dummy variable trap
    • Inference
  • Multiple regression analysis: Further Issues (Ch. 8)
    • Logarithms
    • Quadratics and polynomials
    • Interactions between independent variables
  • Assessing studies based on multiple regression (Ch. 9)
    • Internal and external validity
    • Threats to internal validity
  • Regression with binary dependent variable (Ch. 11)
    • Linear probability model
    • Probit and Logit model
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Modalità di insegnamento

The course consists of 54 hours of face-to-face teaching in classroom. Possible changes related to the Covid-19 emergency will be communicated.

Class materials (slides, exercises and problem-sets) will be uploaded on the moodle course page.

Attendance is not mandatory but recommended

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Modalità di verifica dell'apprendimento

Mid-term take-home assignments on MyLab Economics.

Written final exam.

Mid-term assignments and final exam content: multiple choice questions, empirical exercises, regression output interpretations.

More details on the exam grading system and other exam instructions will be found on the course Moodle page. 

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Attività di supporto

Office Hour: During class months on Wednesday h14-15; otherwise: on request by email to chiara.ardito@unito.it

Testi consigliati e bibliografia



Oggetto:
Libro
Titolo:  
Introduction to Econometrics plus MyLab Economics, Global Edition, 4th edition
Anno pubblicazione:  
2019
Editore:  
Pearson
Autore:  
Stock & Watson
Obbligatorio:  
Si
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Note

The course will start on the 6th October 2021.

Timetable:  Monday, Tuesday and Wednesday at 12:00-14:00 CET.

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Ultimo aggiornamento: 18/07/2022 15:39