Courses teached during the a.a. 2015-2016
Advanced Econometrics (English)
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Period and Programm
2nd period (February - May)
Course of the 1st year - Master in Economics (double degree) After course presentation and the description both of the ML estimation criterion and of the different forms of complexity in data-set, the course will focus on:
Generalized Linear Model (GLM):
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Aims of the course
The course is devoted to some econometrics models deepening, generally usefull in the analysis of economic and social phenomena chatacterized by both a micro and macro level and by a study design which requires the consideration of non linear or hierarchical models.
Some empirical examples in the economic and social context will be considered, together with the methodological aspects of Generalized Linear Models (GLM), Multilevel or Linear Mixed Models (LMM) and their combinations (GLMM). At the end of the course each attending student need to be able to:
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Econometrics (Italian)
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The course is aimed to offer an introduction of econometric analysis, with particular interest devoted to the econometric tools related to linear modelling and linear models’ estimation. Ordinary least squares and maximum likelihood estimation criteria will be treated during the course.
During the first part of the course students will have the opportunity to understand all the issues related to model specification, classical assumption and their violation consequences, diagnostic tools and inference approches on model parameters. During the second part of the course the econometric tools for the time series analysis will be treated. In particular the Box-Jenkins approach will be presented, together with the related tools for specification, evaluation and selection of ARMA models. Students are required to have a good knowledge of inferential methods, matrix algebra notions and english language. |