Università degli Studi RomaTreScuola di Economia
 
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Statistical methods in economics (ex metodi statistici applicati all'economia)

lauree magistrali di nuova attivazione

The main objective of the course is to provide the fundamental tools for the application of statistical methods to the analysis of economic data. The theoretical part will be supported by an applied part devoted to the analysis of real data sets by means of the software R. One lecture per week will be held in the computer lab. A student that has completed the course should be practiced in the application of advanced statistical methods, should be able to interpret the results of a statistical analysis, and should be aware of limitations and possible sources of errors in the analysis.

Final assessment: the course assessment will be based on a written exam held in the computer lab, that will involve the
analysis of different data sets using the methods and models studied during the course. Attending students will be allowed to develop and discuss a short dissertation before the end of the course, and will be exempt from a part of the written exam.

Il corso si svolge nel I semestre (dal 25/9/2017 al 16/12/2017)

Docenti: Caterina Conigliani (docente titolare)

Crediti: 9

Numero moduli: 1

Date di esame

Programma

Part I: Introduction to data analysis and exploratory tecniques
- Data frames
- Cluster analysis
- Principal component analysis
Part 2: Normal linear regression and its generalizations
- Polynomial regression
- Multiple regression
- Logistic and multinomial regression
- Beta regression
- Poisson and negative binomial regression
Part 3: Panel data analysis
- Balanced and unbalanced panel, micro and macro panel
- Modeling the level of the dependent variable
- Modeling change of the dependent variable
- Fixed effects and random effects models for categorical variables and continuous variables

[ ultimo aggiornamento 6/9/2017 ]

Avvisi

Statistical methods in economics - projects
:: The projects presentations for the course Statistical methods in economics will take place on Wednesday the 20th (Cioffi/Di Giulio, Rivellino/D’Ortenzi, Miozza/Ricci) and on Friday the 22nd of December (Di Felice, Massari/Jimenez, Farinelli, Besozzi/Stefanelli) at 10.00. The remaining students are kindly requested to get in touch with the lecturer to choose one of these dates. 

Testi

Teaching material will be available to students in a shared Dropbox folder.


Text books:
Chatterjee, S. and Hadi, A.S. (2012), Regression Analysis by Example, 5th Edition, Wiley. Chapters: 1, 2, 3 (excluding 3.9), 4 (excluding 4.3, 4.9.2, 4.9.3, 4.10, 4.12, 4.13, 4.14), 5 (excluding 5.6 and 5.7), 6 (excluding 6.6 and 6.7), 9, 11, 12 (excluding 12.8.3 and 12.8.4), 13 (excluding 13.5, 13.6, 13.7).
 

Fox,J. and Weisberg, S. (2010), An R companion to applied regression, 2nd Edition, SAGE publications
Inc.


Andreb, H-J, Golsch, K., Schmidt, A.W. (2013), Applied panel data analysis for economic and social
surveys, Springer. Chapters: 1, 2, 3, 4

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