Curriculum
scheda docente
materiale didattico
Fixed-effects and random-effects panel data models. Time series analysis: descriptive aspects, AR, MA, ARMA models, distributed lag models.
James H. Stock - Mark W. Watson
Ed. Pearson
Econometria
Marno Verbeek
Ed. Zanichelli
Lecturer's Notes
Mutuazione: 21210457 Metodi statistici per l'econometria e la finanza in Scienze Economiche LM-56 NACCARATO ALESSIA
Programma
Basic knowledge of inference and linear algebra. Classical linear regression model: basic model assumptions, least squares estimation, maximum likelihood estimation, testing of model parameters, linearity, heteroschedasticity, autocorrelation, multicollinearity, endogenous regressors and estimators to instrumental variables, linear prediction, misspecification, stability of regression function.Fixed-effects and random-effects panel data models. Time series analysis: descriptive aspects, AR, MA, ARMA models, distributed lag models.
Testi Adottati
Introduzione all’econometriaJames H. Stock - Mark W. Watson
Ed. Pearson
Econometria
Marno Verbeek
Ed. Zanichelli
Lecturer's Notes
Modalità Erogazione
Classroom lecturesModalità Valutazione
Oral interview on course topics
scheda docente
materiale didattico
Fixed-effects and random-effects panel data models. Time series analysis: descriptive aspects, AR, MA, ARMA models, distributed lag models.
James H. Stock - Mark W. Watson
Ed. Pearson
Econometria
Marno Verbeek
Ed. Zanichelli
Lecturer's Notes
Mutuazione: 21210457 Metodi statistici per l'econometria e la finanza in Scienze Economiche LM-56 NACCARATO ALESSIA
Programma
Basic knowledge of inference and linear algebra. Classical linear regression model: basic model assumptions, least squares estimation, maximum likelihood estimation, testing of model parameters, linearity, heteroschedasticity, autocorrelation, multicollinearity, endogenous regressors and estimators to instrumental variables, linear prediction, misspecification, stability of regression function.Fixed-effects and random-effects panel data models. Time series analysis: descriptive aspects, AR, MA, ARMA models, distributed lag models.
Testi Adottati
Introduzione all’econometriaJames H. Stock - Mark W. Watson
Ed. Pearson
Econometria
Marno Verbeek
Ed. Zanichelli
Lecturer's Notes
Modalità Erogazione
Classroom lecturesModalità Valutazione
Oral interview on course topics