Econometrics

This course has the goal of allowing the students to get sharp analytical skills and understand the interconnections among the many different economic variables. The course is focused upon:

  • Methodology of quantitative research
  • Development of linear regression models
  • Forecasting
  • Autocorrelation
  • Multicollinearity
  • Heteroskedasticity
  • Nonlinear econometric models

The students will be able to implement their skills acquired in this subject by conducting case studies connected to certain business occurrences.

Mandatory literature:

  1. Group of authors, Rational Expectations and Econometric Practice, 2007.
  2. Svetlozar T. Rachev, Stefan Mittnik, Frank J. Fabozzi, Sergio M. Focardi, Teo Jasic: Econometrics from Basics to Advanced Modeling Techniques. 2007.