APPLIED ECONOMETRICS - 86086

courses
ID:
86086
Dettaglio:
SSD: Econometrics Duration: 48 CFU: 6
Located in:
BERGAMO
Url:
ECONOMICS - 86-270/PERCORSO COMUNE Year: 2
Year:
2025

Overview

Date/time interval

Secondo Semestre (16/02/2026 - 29/05/2026)

Syllabus

Course Objectives

The objective of the course is to introduce the fundamental notions of econometrics and data analysis. At the end of the course, students will be able to distinguish different types of economic data, interpret them beforehand through the use of exploratory analysis and then analyze them by carrying out econometric estimates on a statistical software. Lectures will be accompanied by exercises and tutorials where students will also learn how to use such a software. In particular, through teaching examples and case studies, students will have the ability to practically and critically analyze the relationships between economic variables as well as adequately interpret the estimates obtained from the econometric models introduced during the course.


Course Prerequisites

Compulsory prerequisites (Propedeuticità) are published on the web site of the Degree Program: https://lt-eco.unibg.it/it/node/119


Teaching Methods

Frontal lectures and tutorial sessions.


Assessment Methods

Written exam based on numerical exercises on topics covered during lectures.


Contents

Topics covered include:

  • Regression analysis (simple linear regression, multiple linear regression, non-linear regression functions).
  • Ordinary least squares (OLS) estimator.
  • Dummy variables.
  • Model diagnostics (parameter significance, goodness of fit and analysis of residuals).
  • The omitted variable problem and other failures of ordinary least squares estimation.
  • Instrumental variable (IV) estimators.
  • Diagnostic tests for instrument validity.
  • Models with binary dependent variables.
  • Intoduction to panel data.

Online Resources

More information

We suggest students to register on the E-learning page of the course.


Degrees

Degrees

ECONOMICS - 86-270 
Bachelor's Degree
3 years
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People

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Main module

APPLIED ECONOMETRICS