First cycle
degree courses
Second cycle
degree courses
Single cycle
degree courses
School of Economics and Political Science
Course unit
EPP4064636, A.A. 2019/20

Information concerning the students who enrolled in A.Y. 2018/19

Information on the course unit
Degree course First cycle degree in
EP2093, Degree course structure A.Y. 2014/15, A.Y. 2019/20
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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 is available ONLY for students enrolled in ECONOMICS

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

Course unit organization
Period Second semester
Year 2nd Year
Teaching method frontal

Type of hours Credits Teaching
Hours of
Individual study
Practice 2.0 12 38.0 No turn
Lecture 4.0 30 70.0 No turn

Start of activities 02/03/2020
End of activities 12/06/2020
Show course schedule 2019/20 Reg.2014 course timetable

Examination board
Board From To Members of the board
15 Commissione AA 2019/20 - Canale P-Z 01/10/2019 30/11/2020 CAPPUCCIO NUNZIO (Presidente)
BERTONI MARCO (Membro Effettivo)
WEBER GUGLIELMO (Membro Effettivo)
14 Commissione AA 2019/20 - Canale F-O 01/10/2019 30/11/2020 CAPPUCCIO NUNZIO (Presidente)
BERTONI MARCO (Membro Effettivo)
WEBER GUGLIELMO (Membro Effettivo)
13 Commissione AA 2019 - Canale A-E 01/10/2019 30/11/2020 WEBER GUGLIELMO (Presidente)
BERTONI MARCO (Membro Effettivo)
DAL BIANCO CHIARA (Membro Effettivo)

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

Innovative teaching methods: Teaching and learning strategies
  • Lecturing

Innovative teaching methods: Software or applications used
  • Moodle (files, quizzes, workshops, ...)

Sustainable Development Goals (SDGs)
Decent Work and Economic Growth