{"id":826,"date":"2016-11-02T12:26:31","date_gmt":"2016-11-02T11:26:31","guid":{"rendered":"http:\/\/docenti-deps.unisi.it\/tizianorazzolini\/?page_id=826"},"modified":"2018-11-22T11:31:19","modified_gmt":"2018-11-22T10:31:19","slug":"econometrics-i-ma-in-economics","status":"publish","type":"page","link":"https:\/\/docenti-deps.unisi.it\/tizianorazzolini\/econometrics-i-ma-in-economics\/","title":{"rendered":"Econometrics I, MA In Economics"},"content":{"rendered":"<p>Syllabus<\/p>\n<p>The course will cover the main issues related to estimation methods in Econometrics \u00a0with a particular focus on the classical linear regression model and a short introduction to time series analysis.<\/p>\n<p>The following topics are included in the program:<\/p>\n<ul>\n<li>The Classical Linear Regression Model (CLRM) and the OLS Estimator<\/li>\n<li>Statistical Properties of the OLS Estimator<\/li>\n<li>Model Specification: Problems and Testing<\/li>\n<li>Heteroskedasticity and Autocorrelation<\/li>\n<li>Endogeneity, Instrumental Variables (IV) and Generalized Methods of Moments (GMM)<\/li>\n<li>Maximum Likelihood (ML) Estimation and Specification Tests<\/li>\n<li>Specification Tests in Maximum Likelihood Estimation<\/li>\n<li>Time series analysis: AR, MA and ARMA models<\/li>\n<li>Stationarity and unit roots<\/li>\n<li>ARCH and GARCH models<\/li>\n<\/ul>\n<p>The course will use the following textbook: A Guide to Modern Econometrics 4th Edition,<span class=\"productDetail-authorsMain\">Marno Verbeek, Wiley ed.<\/span><\/p>\n<p>In particular we will see the topics covered in chapters 1-6 and chapter 8 (i.e. chapter 7 excluded) of the textbook.<\/p>\n<p><a href=\"https:\/\/docenti-deps.unisi.it\/tizianorazzolini\/wp-content\/uploads\/sites\/16\/2016\/11\/Lesson_1_MAECON.pdf\" rel=\"nofollow\">lesson 1: Introduction<\/a><\/p>\n<p>&nbsp;<\/p>\n<p><a href=\"https:\/\/docenti-deps.unisi.it\/tizianorazzolini\/wp-content\/uploads\/sites\/16\/2016\/11\/Lesson_2_MAECON.pdf\" rel=\"nofollow\">Lesson 2<\/a><\/p>\n<p><a href=\"https:\/\/docenti-deps.unisi.it\/tizianorazzolini\/wp-content\/uploads\/sites\/16\/2016\/11\/Univariate-regression-MAECON-3.pdf\" rel=\"nofollow\">Univariate Regression<\/a><\/p>\n<p><a href=\"https:\/\/docenti-deps.unisi.it\/tizianorazzolini\/wp-content\/uploads\/sites\/16\/2016\/11\/Lesson_3_MAECON-1.pdf\" rel=\"nofollow\">Lesson 3<\/a><\/p>\n<p><a href=\"https:\/\/docenti-deps.unisi.it\/tizianorazzolini\/wp-content\/uploads\/sites\/16\/2016\/11\/log_computer_class_MAECON1.pdf\" rel=\"nofollow\">log file computer class 1<\/a><\/p>\n<p><a href=\"https:\/\/docenti-deps.unisi.it\/tizianorazzolini\/wp-content\/uploads\/sites\/16\/2016\/11\/F-test-and-multicollinearity.pdf\" rel=\"nofollow\">f-test-and-multicollinearity<\/a><\/p>\n<p><a href=\"https:\/\/docenti-deps.unisi.it\/tizianorazzolini\/wp-content\/uploads\/sites\/16\/2016\/11\/Lesson_4_MAECON-2.pdf\" rel=\"nofollow\">Lesson 4<\/a><\/p>\n<p><a href=\"https:\/\/docenti-deps.unisi.it\/tizianorazzolini\/wp-content\/uploads\/sites\/16\/2016\/11\/Lesson_5_MAECON.pdf\" rel=\"nofollow\">Lesson 5<\/a><\/p>\n<p>The intermediate exam is scheduled for Monday 21, from 12 to 14 in room n\u00b0 9.<\/p>\n<p><a href=\"https:\/\/docenti-deps.unisi.it\/tizianorazzolini\/wp-content\/uploads\/sites\/16\/2016\/11\/Lesson_6_MAECON.pdf\" rel=\"nofollow\">Lesson 6<\/a><\/p>\n<p><a href=\"https:\/\/docenti-deps.unisi.it\/tizianorazzolini\/wp-content\/uploads\/sites\/16\/2016\/11\/Lesson_7_MAECON-2.pdf\" rel=\"nofollow\">Lesson 7<\/a><\/p>\n<p><a href=\"https:\/\/docenti-deps.unisi.it\/tizianorazzolini\/wp-content\/uploads\/sites\/16\/2016\/11\/Lesson_8_MAECON.pdf\" rel=\"nofollow\">Lesson 8<\/a><\/p>\n<p><a href=\"https:\/\/docenti-deps.unisi.it\/tizianorazzolini\/wp-content\/uploads\/sites\/16\/2016\/11\/marks-2016_17.pdf\" rel=\"nofollow\">result intermediate exam<\/a><\/p>\n<p><a href=\"https:\/\/docenti-deps.unisi.it\/tizianorazzolini\/wp-content\/uploads\/sites\/16\/2016\/11\/Lesson_9_MAECON.pdf\" rel=\"nofollow\">Lesson 9<\/a><\/p>\n<p><a href=\"https:\/\/docenti-deps.unisi.it\/tizianorazzolini\/wp-content\/uploads\/sites\/16\/2016\/11\/Univariate-Time-Series-Model.pdf\" rel=\"nofollow\">univariate-time-series-model_v3<\/a><\/p>\n<p><a href=\"https:\/\/docenti-deps.unisi.it\/tizianorazzolini\/wp-content\/uploads\/sites\/16\/2016\/11\/Syllabus-Econometrics-I.pdf\" rel=\"nofollow\">syllabus for the exam<\/a><\/p>\n<p><a href=\"https:\/\/docenti-deps.unisi.it\/tizianorazzolini\/wp-content\/uploads\/sites\/16\/2016\/11\/Final-grade-Econometrics-module-I-13_02_2017-7.pdf\" rel=\"nofollow\">Final grade Econometrics module I 13_02_2017<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>Syllabus The course will cover the main issues related to estimation methods in Econometrics \u00a0with a particular focus on the classical linear regression model and a short introduction to time series analysis. The following topics are included in the program: The Classical Linear Regression Model (CLRM) and the OLS Estimator Statistical Properties of the OLS &hellip; <a href=\"https:\/\/docenti-deps.unisi.it\/tizianorazzolini\/econometrics-i-ma-in-economics\/\" class=\"more-link\">Leggi tutto<span class=\"screen-reader-text\"> &#8220;Econometrics I, MA In Economics&#8221;<\/span><\/a><\/p>\n","protected":false},"author":9,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"footnotes":""},"class_list":["post-826","page","type-page","status-publish","hentry"],"_links":{"self":[{"href":"https:\/\/docenti-deps.unisi.it\/tizianorazzolini\/wp-json\/wp\/v2\/pages\/826","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/docenti-deps.unisi.it\/tizianorazzolini\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/docenti-deps.unisi.it\/tizianorazzolini\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/docenti-deps.unisi.it\/tizianorazzolini\/wp-json\/wp\/v2\/users\/9"}],"replies":[{"embeddable":true,"href":"https:\/\/docenti-deps.unisi.it\/tizianorazzolini\/wp-json\/wp\/v2\/comments?post=826"}],"version-history":[{"count":41,"href":"https:\/\/docenti-deps.unisi.it\/tizianorazzolini\/wp-json\/wp\/v2\/pages\/826\/revisions"}],"predecessor-version":[{"id":1130,"href":"https:\/\/docenti-deps.unisi.it\/tizianorazzolini\/wp-json\/wp\/v2\/pages\/826\/revisions\/1130"}],"wp:attachment":[{"href":"https:\/\/docenti-deps.unisi.it\/tizianorazzolini\/wp-json\/wp\/v2\/media?parent=826"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}