## ADVANCED STATISTICS (6 cfu) AND ECONOMETRICS (3cfu)

The course will provide fundamental notions in advanced statistics both theoretical and practical (parametric and non parametric estimation and hypothesis testing) and an introduction to the inferential procedures and introductional principles of econometrics (the linear model and its applications).

Program

MAJOR WARNINGTO STUDENTS:

IN SPITE OF VARIOUS AND REPEATED WARNINGS TO THE EPOS WEBSITE ADMINISTRATORS, THE OFFICIAL EPOS WEBSITE STILL CARRIES THE COURSE PROGRAM OF THE PREVIOUS ACADEMIC YEAR. UNTIL THE WEBSITE ADMINISTRATION THINKS IT SUITABLE TO PROVIDE ALL THE DUE CHANGES, THIS MAY INGENERATE MISLEADING EXPECTATIONS ON THE STUDENTS' BEHALF. THE ONLY CURRENT PROGRAM IS IN THE FOLLOWING LISTING.

Review of probability theory

Statistical Models and Estimation: Sufficiency, Exponential families, Methods of estimation, Optimality theory, Interval  estimation, Examples of Point and Interval Estimation.

Hypothesis testing: The Neyman-Pearson framework, Uniformly most powerful tests, The p-value, Power and sample size, Likelihood ratio procedures, Examples of hypothesis testing..

Sample Size and Sampling Schemes

Overview of Selected Non-Parametric Procedures (Contingency Tables, Failure-time Analysis)

Linear Models: The general linear model (Regression and one- and two-way ANOVA), Matrix formulation, The Gauss-Markov theorem, Estimation, Hypothesis Testing, Multicollinearity.

Suggested textbooks:

G Schinaia – Topics in Advanced Statistics – Universitas Studiorum

(Exercises and Tutorials) M.Spiegel, J Schiller, RA Srinivasan – Probability and Statistics, 4th edition – Schaum's Outlines, Wiley

Students can study and prepare for the exam using any other favourite textbooks of their choice in Mathematical Statistics (intermediate level) and introductory Econometrics in English that covers all the topics in the program.

Exams: 07/01, 02/02, 01/06, 22/06, 01/09 - Rooms TBA

Prove esami e risultati: CLASS TESTS - Final Results (with IMPORTANT NOTES) Exam session, april 8, 2015 Exam session, june 3 2015 Exams' questions and statistics

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