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Single discipline educational activity
Course Sheet Academic Year of enrolment:
Professor and Collaborators:
Hours of classroom activity:
Prerequisites:
Prerequisites are not foreseen. It is however recommended that the student has acquired some basic knowledge in mathematics (functions, derivatives) and statistics (causal variables, probability distributions, inference).
Objectives
Contents The econometrics course introduces the basic tools of empirical analysis (the multiple linear regression model) in the context of the problem of identifying a causal effect for relationships of particular economic interest.
Extended Syllabus 1. Identification of a causal effect: the concepts of social and natural experiment
2. Random Variables and Probability Distributions
3. Review of Statistical Inference
4. Economic and Data Issues
5. Simple Regression Model
6. Multiple Regression Model
7. Inference in the Multiple Regression Model 8. Functional and Variable Dummy Forms
9. Model reparametrization
Recommended Bibliography Wooldridge (2010) Introductory Econometrics: A Modern Approach. CENGAGE Learning 5th Edition. Stock - Watson (2020) Introduzione all'Econometria. Quinta Edizione. Pearson Italia. Additional teaching materials - slides, problem sets and their solutions, Italian translation of some chapters of the reference text - will be made available to the students through the FAD / MOODLE e-learning platform.
Methods of Provision
Teaching Methods Theory lessons are enriched by weekly tutorials. To facilitate learning and self-assessment, problem sets are assigned periodically and subsequently corrected in the classroom. Lecture and tutorial attendance is optional, but strongly recommended. The exam is the same for all students (either attending) Teaching materials are made available to all students on the FAD / MOODLE e-learning platform.
Evaluation methods Verification of learning:
Student preparation is assessed through a written exam consisting of open questions, with free answers. Points (30 in total) are assigned to each question according to its importance and extension, and announced during the exam. Exam duration is 1 hour. Topics under examination are those covered during the course according to the program.
Contacts/More Information The course includes 72 hours of frontal teaching. An additional module of 8 hours might be dedicated to an introductory STATA software lab if at least 10 students request it. The knowledge acquired in the laboratory would not be examined.