72883 - Econometrics for Corporate Decisions

Academic Year 2019/2020

  • Docente: Tiziano Arduini
  • Credits: 6
  • SSD: SECS-P/01
  • Language: Italian
  • Teaching Mode: Traditional lectures
  • Campus: Bologna
  • Corso: Second cycle degree programme (LM) in Business Administration (cod. 0897)

Course contents

  • Ordinary Least Squares
    ([HGL]: cap. 2, 3, 4, 5, 6, 7, 8, 9)
  • Maximum Likelihood estimation ([HGL]: par. C.8)
  • Binary dependent Variables ([HGL]: par. 16.1, 16.2)
  • Unordered dependent Variables ([HGL]: par. 16.3, 16.4)
  • Ordered dependent Variables ([HGL]: par.16.5)
  • Panel Data ([HGL]: cap. 15)

Readings/Bibliography

  • HGL Hill, Griths e Lim, Principi di econometria, 1a ed. italiana (4a ed. americana), Zanichelli, 2013
  • AH Adkins e Hill, Using Stata for Principles of Econometrics, 4th edition, Wiley, 2011

Teaching methods

Lectures start with the introduction of the relevant theory of each topic and then show how to code the econometric tools. To this end  some of the classes will be covered in the laboratory.

Assessment methods

The exam is written and it lasts 1 hour. It is composed by two different sections.
The first section is theoretical, and it consists of 5 multiple choice questions. The second is both empirical and theoretical, and it consists of 11 questions whose answers should be computed using Stata. Each answer is valid 2 points max;

Teaching tools

Office hours

See the website of Tiziano Arduini

SDGs

Decent work and economic growth

This teaching activity contributes to the achievement of the Sustainable Development Goals of the UN 2030 Agenda.