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