ECONOMIC STATISTICS

Single discipline educational activity

Course Sheet

Course code:

000100L

Academic Year of enrolment:

2021

Year of supply:

2022/2023

Type of Course:

Characterising

Degree:

Course of 2nd Cycle Degree in ECONOMICS AND COMMERCE

Disciplinary Sector:

Statistics for Economics

Location:

PESCARA

Credits:

Programme Year:

Professor and Collaborators:

POSTIGLIONE PAOLO

Cycle:

Second semester

Hours of classroom activity:

Individual study hours:

153

Prerequisites:

The knowledge of basic statistics is requested.

Objectives

The course of economic statistics and business statistics aims to contribute to the student's learning process by providing the knowledge of some statistical methodologies useful for corporate governance.
In particular, these learning objectives can be associated with the following expected learning outcomes:

Knowledge and understanding
The course aims to provide the methodological and application knowledge of regression models. Furthermore, we want to provide useful tools for the statistical analysis through the open source statistical package R.

Applying knowledge and understanding
At the end of the course, the student will also be able to perform regression analyses, with the help of case studies carried out with the statistical software R. The acquired knowledge will allow him/her to critically interpret the economic and / or business dynamics.
The knowledge of Basic Statistics is requested.

Contents

6 CFU (CLEA/M - CLEC/M)
1. Basic concepts of probability and statistical inference.
2. R statistical software.
3. Linear regression model
4. Linear regression model and R.
5. Logistic regression model.
6. Logistic regression model and R.

3 CFU (CLEC/M)
7. Statistical quality control
8. Statistical quality control with R.

Extended Syllabus

6 CFU
1. Basic concepts of probability and statistical inference.
Discrete and continuous random variables. Expected values, variability. Point estimation. Confidence intervals. Hypothesis test.
2. R statistical software. 3. Basic concepts of linear algebra: vectors and matrices; Determinant and inverse of a matrix.
4. Linear regression model
Simple linear regression. Multiple linear regression. Inference. Eteroschedasticity and Autocorrelation. Dummy variables.
5. Linear regression model and R.
Study cases.
6. Logistic regression model. Definitions. Parameter Estimation and Interpretation.
7. Logistic regression model and R.

3 CFU
8. Other statistical methods with R.

Recommended Bibliography

- Course slides.
- PICCOLO D. (2010). Statistica. Edizioni Il Mulino. (Cap. 14 pagg.491-501; 520-526; Cap. 15 pagg. 548-557, 560-561, 567-577, Cap. 16 pagg. 585- 591; Cap. 17 pagg. 607-620; Cap. 18 pagg. 669-673, 677-678; Cap. 19 pagg. 731-737, Cap. 22; Cap. 23).
-James G, Witten D, Hastie T, Tibshirani R (2013). An Introduction to Statistical Learning with Applications in R. Springer.

Methods of Provision

Conventional

Teaching Methods

Lectures.
R practice and exercises.

Evaluation methods

Verification of learning:

Knowledge and understanding

The verification of the learning outcomes will be carried out through a written and oral examination. The written exam will cover the whole program with particular attention to the use of R software. Students will also have to prepare and discuss a statistical analysis, carried out with R, concerning a real case study (data sets can be found on the internet ). This document must be sent to the Professor at least one week before the exam date.
The score of the exam is assigned by a vote expressed in 30.

Applying knowledge and understanding

During the exam and the development of the applied work, students' ability to apply the knowledge of regression models is verified to be able to face concrete analysis situations.

Contacts/More Information

E-mail: postigli@unich.it

For further details and for downloading the slides: fad.unich.it, page of Statistica Economica - CLEC/M and Statistica Aziendale - CLEA/M

In the first semester the Professor receives students only by appointment (postigli@unich.it).
In the second semester, the office hours for students is scheduled for Friday from 11:00 to 13:00, green stair, floor 2, Viale Pindaro, 42.

Università degli Studi
"G. d'Annunzio"

Chieti - Pescara

Aree