- Docente: Luca De Angelis
- Credits: 8
- SSD: SECS-P/05
- Language: Italian
- Teaching Mode: Traditional lectures
- Campus: Bologna
- Corso: First cycle degree programme (L) in Statistical Sciences (cod. 8873)
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from Feb 11, 2025 to May 20, 2025
Learning outcomes
The purpose of the course is to provide basic tools for the quantitative analysis of economic phenomena and for the empirical investigation of the data.
Course contents
Economic theories and economic data; models based on time-series and cross section data.
The concept of exogeneity and the linear regression model. Estimation and hypotheses testing. Dynamic models. Estimation: ordinary least squares, generalized least squares and maximum likelihood. Constrained estimation. Specification analysis. Nested and non-nested models.
Estimation: endogeneity bias and instrumental variables. Other estimation methods.Readings/Bibliography
J.H. Stock, M.W. Watson, Introduction to Econometrics, Pearson/Addison-Wesley, Boston.
Teaching methods
All topics are illustrated with economic data using some econometric packages.
Assessment methods
The final exam aims at evaluating the achievement of the following educational targets:
- knowledge of the econometric techniques shown during the frontal lectures
- ability to employ these techniques to analyze and interpret micro and macro-economic phenomena
The exam consists of a written test.
Teaching tools
Econometric software Gretl.
Office hours
See the website of Luca De Angelis
SDGs

This teaching activity contributes to the achievement of the Sustainable Development Goals of the UN 2030 Agenda.