This is an introductory course in Econometrics focusing on the problems of specification, estimation, inference and prediction in models for economic data in the form of cross-section. It concentrates on univariate regression models. The estimation technique used is OLS method.

Microeconomics, Macroeconomics, Statistics, Mathematics and Advanced Mathematics.

Introduction to Econometrics; Types of data and econometric models; Review of key concepts in probability and statistics; An algebraic method of linear approximation: the ordinary least squares method. The regression function and its properties. The linear regression model with stochastic regressors. Properties of OLS estimator for the multiple linear regression model; inference on the model parameters using robust standard errors: t and F tests and confidence intervals; Biasedness of OLS estimator in the case of omission of variables correlated with included regressors. Non-linear regression functions; The problem of simultaneous causality as source of biasedness and inconsistency. This program is partly contained in the following chapters of the textbook (Stock and Watson, 2020). To complete program, teacher's notes on the regression function and its properties and other materials will be found on Moodle 2.0. The exam will be based on the following textbook chapters: 1, 2, 3, 4, 18 (section18.2 on consistency definition and Appendix 18.1), 5, 6, 7, 8, 9 (omitting pags. 250-253 on measurement errors and biasedness for errors in variables, missing data and sample selection bias).

- J. H. Stock e M. W. Watson, Introduzione all'Econometria, 5th edition, 2020, Pearson Italia or alternatively the older version - J. H. Stock e M. W. Watson, Introduction to Econometrics, 4th edition, 2016, Pearson Italia. -Teacher's notes on the regression function and its properties and other materials will be found in Moodle 2.0.

Theoretical and practical lessons using GRETL for estimating linear regression models, making inference and prediction.

Eventuali cambiamenti alle modalità qui descritte, che si rendessero necessari per garantire l'applicazione dei protocolli di sicurezza legati all'emergenza COVID19, saranno comunicati nel sito web di Dipartimento, del Corso di Studio e dell'insegnamento.

During the course, in order to verify students learning, homeworks will be assigned. The final exam is oral, focusing on the theoretical and practical lessons as well as on the content of homeworks and GRETL knowledge.

This course explores topics closely related to one or more goals of the United Nations 2030 Agenda for Sustainable Development (SDGs)