DATA ANALYSIS
Obiettivi formativi
The goal fo this course is to equip students with econometric models and programming tools to handle data analysis.
Risultati di apprendimento attesi
Students will be familiar with basic econometric models, and develop skills to apply those models to actual business cases. They will be also trained to statistical programming with R
Contenuti Del Corso
Main topics will discuss: simple and multiple regression, hypothesis testing, panel data, instrumental variables, big data.
Testi Di Riferimento
"Introduction to Econometrics-4th Global Edition" Stock, J and M. Watson, Pearson
Metodologie Didattiche
Frontal lectures, theoretical exercises, practical session with R Studio
Modalità di verifica dell'apprendimento
Weekly assignments (70%), final written exam (30%)
Criteri per l’assegnazione dell’elaborato finale
Upon availability
Settimana 1
Review of Statistics and Probability
Settimana 2
Linear Regression with One Regressor
Settimana 3
Regression with a Single Regressor: Hypothesis Tests and Confidence Intervals
Settimana 4
Linear Regression with Multiple Regressors
Settimana 5
Hypothesis Tests and Confidence Intervals in Multiple Regression
Settimana 6
Regression with Panel Data
Settimana 7
Regression with a Binary Dependent Variable
Settimana 8
Instrumental Variables Regression
Settimana 9
Experiments and Quasi-Experiments
Settimana 10
Prediction with Many Regressors and Big Data
Settimana 11
Introduction to Time Series Regression and Forecasting
Settimana 12
Review