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STATISTICAL COMPUTING

MATLAB

Program

EN IT

Updated A.Y. 2018-2019

PROGRAM
The course introduces the Matlab software, also reviewing basic statistics arguments under a computational point of view.
The second part of the course illustrates the estimation of several econometric models (ARMA, VAR, EC) and related statistical tests.

TEXTBOOK
Martinez, W. L., and Cho, M. "Statistics in Matlab - A primer" CRC press
The datasets for the last part are taken from Stock, J. H. and Watson, M. W.  "Introduction to Econometrics" Pearson/Addison Wesley
Slides, datasets and scripts will be provided during the lectures.

EXPECTED LEARNING OUTCOMES
Knowledge and understanding
Students should be aware of the properties of the statistical and econometric methods. They should be able to choose the most appropriate methods on the basis of the available data and information.

Applying knowledge and understanding
Students should be able to implement the methods and interpret the results.

TEACHING METHODS
Lectures