Quantitative Methods for Economics Finance and Management

 

 

LIUC - Università Cattaneo

 Scuola di Economia e Management

 

Anno Accademico 2012/2013

 

Corso di laurea magistrale in Economia Aziendale e Management

Percorso in International Business Management (in lingua inglese)

 

Quantitative Methods for Economics, Finance and Management

(8 CFU, SECS-S/01)

 

 

Instructors: 

 

Marzio Galeotti (University of Milan), Matteo Manera (University of Milan-Bicocca)

 

 

To contact the instructors:

E-mail: This email address is being protected from spambots. You need JavaScript enabled to view it., This email address is being protected from spambots. You need JavaScript enabled to view it.

 

 

Course objectives

This course is designed to teach methods of data analysis to students whose primary interest is not in econometrics, statistics or mathematics. It purports to show students how to apply econometric techniques in the context of real-world empirical economic and financial problems. It covers most of the tools used in modern econometrics research, e.g. correlation, regression and extensions for time-series methods. During the course extensive use of real data examples is made and students are involved in hands-on computer work.

 

 

Course content

 

  • An overview of econometrics.
  • Introduction to simple linear regression.
  • Statistical aspects of regression.
  • Multiple regression.
  • Relaxation of classical assumptions: autocorrelation, heteroskedasticity, stochastic regressors. Introduction to time series analysis.

 

 

Course assessment

 

Details on the structure of the final exam will be given at the beginning of the course.

 

 

Course Material

 

- Koop, G. (2007), Introduction to Econometrics, New York: John Wiley and Sons

- Instructors’ lecture notes