- Docente: Andrea Carlo Michele Ichino
- Credits: 5
- SSD: SECS-P/05
- Language: Italian
- Teaching Mode: Traditional lectures
- Campus: Bologna
- Corso: Second cycle degree programme (LM) in Economics (cod. 0898)
Learning outcomes
The aim of the course is to introduce students to the basic instrument used by economists for their empirical investigations: the linear regression model. In addition to discussing the mechanics of this statistical technique we will focus on how it helps economists to test their theories and to perform causal inference. A wide set of macro- and micro-economic applications will be presented. Students will receive data to practice at the computer. At the end of the course students should be capable to understand scientific articles that make use of linear regression as well as to perform their own analyisis with this instrument.
Course contents
- The standard linear regression model
- Inference and model evaluation
- An outline of asymptotic properties
- Specification tests and model selection
- Endogeneity and instrumental variable models
- Sources of data
- Introduction to the available software for the econometric analysis
Readings/Bibliography
Suggested textbooks for this course are:
· Jeff M. Wooldridge: Introductory Econometrics. A Modern Approach, THIRD EDITION Thomson, South-Western, 2006
· Chris Baum, An Introduction to Modern Econometrics Using Stata, Stata Press
· Josh Angrist and Steve Pischke, "Mostly Harmless Econometrics" Princeton University Press 2008
Office hours
See the website of Andrea Carlo Michele Ichino