This course is one of the core teaching activities of the PhD progam in
"Economics" and of the course "Economia e Finanza - QEM". In line with
the educational objectives of the course, this activity aims to present
the main mathematical and statistical tools necessary for the analysis
of economic phenomena; particular attention will be devoted to the use
of formal language and methodological rigor. More specifially, the
course aims to complete students preparation in Econometrics by being
able to deal with advanced econometric models and methods. Moreover, it
will provide students with the main econometric methods, with special
reference to the analytical derivation of the estimators and to
inference procedures. The course is well equipped with econometric
practice, enhancing practical abilities in the use of the econometric
software such as Matlab, STATA, E-Views and Gretl. Pre-requirements in Mathematics: Matrix Algebra, Differential Calculus, Integral Calculus. Pre-requirements in Statistics: Random Variables, Distribution Theory, Point and Interval Estimation, Hypothesis Testing, Least Squares, Standard Linear Model.