- Docente: Anna Gloria Billè
- Credits: 6
- Language: Italian
- Teaching Mode: Traditional lectures
- Campus: Bologna
- Corso: Second cycle degree programme (LM) in Statistics, Economics and Business (cod. 8876)
Learning outcomes
The course has the goal to provide students with the instruments to analyse case studies in economic and market analysis fields from an applied perspective. At the end of the course the student will be able to quantitatively analyse business and economic data, to select the best suited statistical methodology for the problem at hand, to implement the select methodology using the SAS software, to critically interpret empirical results.
Course contents
1. Nonlinear models in regressors and marginal effects, Power transformations and difference in difference regression
2. Microeconometrics:
- discrete choice models
- count data regressions
- limited dependent variable models
- hurdle or two-part models
- SUR models
- spatial probit model
3. Panel Data models
4. MC simulations and Resampling methods.
Applications in R
Readings/Bibliography
Cameron and Trivedi (2005), Microeconometrics: Methods and Applications. Cambridge.
Teaching methods
Lectures are carried out considering both theoretical/methodological and empirical aspects in economics, with the help of the statistical software R.
The used economic datasets are all available in R or provided by the Professor.
Assessment methods
Written exam
Teaching tools
PC; video projector.
Office hours
See the website of Anna Gloria Billè