Econometrics, the statistical metric for economics, is a collection of methods and tools used to fit economic models to data. It involves both theory and measurement.
It can be regarded as one of the main innovations which turned twentieth century economics into a tool-based science, in which each application of economic theory requires special shaping to circumstances, whether for scientific purposes or in the policy domain (see Morgan 2001).
Broadly speaking, econometric methods can be classified with reference to data sampling, i.e. time series, cross-sectional and panel data, but can also be grouped referring to the economic applications, where macroeconometrics, microeconometrics and financial econometrics are the main research areas.
Researchers working in this area cooperate with scholars abroad and in other Italian Universities; they have published in some of the main journals in the field: Journal of Econometrics, Econometric Theory, Journal of Applied Econometrics, Journal of Financial Econometrics, Econometric Reviews, Oxford Bulletin of Economics and Statistics.
Time series econometrics, Financial econometrics, Panel data econometrics, Microeconometrics.
- Eduardo Rossi
- Emanuele Bacchiocchi
- Andrea Bastianin
- Carolina Castagnetti
- Fabrizio Iacone
- Elisabetta Mirto
- Fabrizio Ghezzi