First cycle
degree courses
Second cycle
degree courses
Single cycle
degree courses
School of Economics and Political Science
Course unit
EPP4064636, A.A. 2017/18

Information concerning the students who enrolled in A.Y. 2016/17

Information on the course unit
Degree course First cycle degree in
EP2093, Degree course structure A.Y. 2014/15, A.Y. 2017/18
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Number of ECTS credits allocated 6.0
Type of assessment Mark
Course unit English denomination ECONOMETRICS
Department of reference Department of Economics and Management
Mandatory attendance No
Language of instruction Italian
Single Course unit The Course unit CANNOT be attended under the option Single Course unit attendance
Optional Course unit The Course unit CANNOT be chosen as Optional Course unit

Teacher in charge NUNZIO CAPPUCCIO SECS-P/05

ECTS: details
Type Scientific-Disciplinary Sector Credits allocated
Educational activities in elective or integrative disciplines SECS-P/05 Econometrics 6.0

Mode of delivery (when and how)
Period Second semester
Year 2nd Year
Teaching method frontal

Organisation of didactics
Type of hours Credits Hours of
Hours of
Individual study
Lecture 6.0 42 108.0 No turn

Start of activities 26/02/2018
End of activities 01/06/2018

Prerequisites: The course makes use of basic probability and statistics theory. For a review of these topics reading of the 2nd and the 3rd chapters of the reference textbook is strongly suggested.
We also often use derivatives to optimize functions and compute the effects of a change of an independent variable on a dependent variable. Basic understanding of what a derivative is about is essential. This understanding does not have to be very sophisticated; all that is needed is that you have no difficulty constructing the derivative of an elementary function. Occasionally we may also use of elementary vector/matrix algebra.
Finally, knowledge of basic microeconomics and macroeconomics is required.
Target skills and knowledge: This course is an introduction to econometrics, i.e., the set of the basic mathematical and statistical techniques useful to analyze economic data from an empirical point of view. The course will address both theoretical and applied aspects and the students should be able to deal with the specification of simple econometric models.
There will be practice sessions which comprise theoretical and empirical exercises. The software STATA will be used.
Examination methods: The exam is written and closed-book with theoretical and empirical exercises.
Assessment criteria: Grading will be based on the final exam.
Course unit contents: 1. Refresh of probability and statistics
2. The linear regression model
3. Diagnostics in the linear regression model
4. Models with binary dependent variable
5. Instrumental variables regression
Planned learning activities and teaching methods: The course will have theoretical and practical lectures with exercise sessions.
Additional notes about suggested reading: Lecture slides will be downloadable from the moodle website of the course.
Textbooks (and optional supplementary readings)
  • Stock, James H.; Watson, Mark W., Introduzione all'econometria. Milano: Pearson Italia, 2012. 3a Edizione Cerca nel catalogo