A basic knowledge of Statistics is required.
The course aims at introducing the student to the statistical study of the relations among economic phenomena. At the end of the Course, it is expected that the student is able to interpret the results, conduct tests and make forecasts with the linear regression model with an arbitrary number of regressors.
The study of economic relations.
The linear regression model. The linear specification.
The least squares estimator and its properties; use for forecasting.
Effects of (partial or total) violation of the assumptions. Heteroskedasticity and autocorrelation.
Qualitative variables. Tests of structural change.
Decisional and previsional use of estimates.
Mode of Delivery: Lectures written and provided by the teacher.
Slides scritte e fornite dal docente.
Modalità di verifica dell’apprendimento: prova scritta.