Econometrics

PhD in Economics and Quantitative Methods

Course Outline

Title:                     Econometrics

Instructor:          Maria Rocca, auroraroc@hotmail.it

Credit (CFU): 2

Lectures: 24 hours

Reading and Essay Writing: 24 hours

Period Taught:  November-January

Course Description and objectives

This course is the part of the PhD program in Economics and EQM. The objective of the course is to provide students with a brief but rigorous revision of essential topics in econometrics theory, useful for their research.  To complement the lectures content, Stata software will be used for the estimations of economic models and to familiarize the students with the management and the interpretation of data.

Prerequisites

It is expected that students have basic knowledge of Statistics.

Course Materials

Lecture slides will generally contain all the material students are expected to learn. In turn, the lectures will often refer to and closely follow the relevant chapters in:

  • Wooldrige, J.M. (2013), Introductory Econometrics. A modern Approach. International Edition, 5th Edition, Southwestern CEngage Learning

Assessment

Students will be assessed on the basis of their performance in the final exam, which will consist in a project work that they have to discuss during lectures.

Last update 22 October 2024