Student guide Facoltà di Economia A.A. 2007/08

This course is designed to teach methods of data analysis to students whose primary interest is not in econometrics, statistics or mathematics. It purports to show students how to apply econometric techniques in the context of real-world empirical economic and financial problems. It covers most of the tools used in modern econometrics research, e.g. correlation, regression and extensions for time-series methods. During the course extensive use of real data examples is made and students are involved in hands-on computer work.

Introduction. Basic data handling. Correlation. Introduction to simple regression. Statistical aspects of regression. Multiple regression. Regression with dummy variables. Regression with time lags: distributed lag models. Univariate time series analysis. Regression with time series variables. Applications of time series methods in macroeconomics and finance.

The assessment will be based on a written final examination.

Koop, G. (2004), Analysis of Economic Data, 2nd ed., Wiley