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Intermediate Econometrics

Skill Level Intermediate
Language English

Overview

The course covers the pillars of data analysis and statistical modeling, focusing on applications in social sciences, particularly economics and finance, and exploring the main ingredients of econometrics at an intermediate level. Emphasis is put on conceptual issues as well as technical and practical issues. All methods are shown from both the methodological and the computational perspectives. Computing is performed using the R computing language. Practical strategies are constantly introduced and motivated based on rigorous methodological and mathematical treatment. Estimation and inference are based on the least square method. In addition, the finite sample inference is covered based on the Gaussian error assumption. Both classical and modern model validation techniques are explored with a particular emphasis on the predictive viewpoint, which is central to modern data science. 


Instructors

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The Course

The course covers the pillars of data analysis and statistical modeling, focusing on applications in social sciences, particularly economics and finance, and exploring the main ingredients of econometrics at an intermediate level. Emphasis is put on conceptual issues as well as technical and practical issues. All methods are shown from both the methodological and the computational perspectives. Computing is performed using the R computing language. Practical strategies are constantly introduced and motivated based on rigorous methodological and mathematical treatment. Estimation and inference are based on the least square method. In addition, the finite sample inference is covered based on the Gaussian error assumption. Both classical and modern model validation techniques are explored with a particular emphasis on the predictive viewpoint, which is central to modern data science. 


Area: Università
Ente: Università degli Studi di Napoli Federico II
Lingua: en_US
Lis: No
Vecchia edizione: No
Link Video Vimeo: 814170580
Video Trailer (Embedded): https://player.vimeo.com/video/814170580
Livello Corso: Intermediate
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