21210151-1 - QUANTITATIVE METHODS IN FINANCIAL ECONOMICS I

Curriculum

teacher profile | teaching materials

Programme

An Introduction to Econometrics
Review of the simple linear regression model
The Multiple Regression Model
Regression with Time-Series Data: Stationary Variables
Panel Data Models
Examples with economic data
Each topic includes applications to problems and economic data
Exercises in R

Core Documentation

Carter Hill, R., Griffiths, W.E., Lim, G.C., Principles of Econometrics, 5th Edition, 2018, Wiley
Kleiber, C., Zeileis, A., Applied Econometrics with R, 2008, Springer. (https://eeecon.uibk.ac.at/ zeileis/teaching/AER/)
https://bookdown.org/ccolonescu/RPoE4/

Type of evaluation

multiple choices questions; 1 open question; 1 exercise in R

teacher profile | teaching materials

Mutuazione: 21210151-1 QUANTITATIVE METHODS IN FINANCIAL ECONOMICS I in Finanza e impresa LM-16 Iannaccone Roberto

Programme

An Introduction to Econometrics
Review of the simple linear regression model
The Multiple Regression Model
Regression with Time-Series Data: Stationary Variables
Panel Data Models
Examples with economic data
Each topic includes applications to problems and economic data
Exercises in R

Core Documentation

Carter Hill, R., Griffiths, W.E., Lim, G.C., Principles of Econometrics, 5th Edition, 2018, Wiley
Kleiber, C., Zeileis, A., Applied Econometrics with R, 2008, Springer. (https://eeecon.uibk.ac.at/ zeileis/teaching/AER/)
https://bookdown.org/ccolonescu/RPoE4/

Type of evaluation

multiple choices questions; 1 open question; 1 exercise in R

teacher profile | teaching materials

Mutuazione: 21210151-1 QUANTITATIVE METHODS IN FINANCIAL ECONOMICS I in Finanza e impresa LM-16 Iannaccone Roberto

Programme

An Introduction to Econometrics
Review of the simple linear regression model
The Multiple Regression Model
Regression with Time-Series Data: Stationary Variables
Panel Data Models
Examples with economic data
Each topic includes applications to problems and economic data
Exercises in R

Core Documentation

Carter Hill, R., Griffiths, W.E., Lim, G.C., Principles of Econometrics, 5th Edition, 2018, Wiley
Kleiber, C., Zeileis, A., Applied Econometrics with R, 2008, Springer. (https://eeecon.uibk.ac.at/ zeileis/teaching/AER/)
https://bookdown.org/ccolonescu/RPoE4/

Type of evaluation

multiple choices questions; 1 open question; 1 exercise in R

teacher profile | teaching materials

Mutuazione: 21210151-1 QUANTITATIVE METHODS IN FINANCIAL ECONOMICS I in Finanza e impresa LM-16 Iannaccone Roberto

Programme

An Introduction to Econometrics
Review of the simple linear regression model
The Multiple Regression Model
Regression with Time-Series Data: Stationary Variables
Panel Data Models
Examples with economic data
Each topic includes applications to problems and economic data
Exercises in R

Core Documentation

Carter Hill, R., Griffiths, W.E., Lim, G.C., Principles of Econometrics, 5th Edition, 2018, Wiley
Kleiber, C., Zeileis, A., Applied Econometrics with R, 2008, Springer. (https://eeecon.uibk.ac.at/ zeileis/teaching/AER/)
https://bookdown.org/ccolonescu/RPoE4/

Type of evaluation

multiple choices questions; 1 open question; 1 exercise in R