- Docente: Roberto Golinelli
- Credits: 6
- SSD: SECS-P/05
- Language: Italian
- Teaching Mode: Traditional lectures
- Campus: Bologna
-
Corso:
Second cycle degree programme (LM) in
Law and Economics (cod. 9221)
Also valid for Second cycle degree programme (LM) in Economics and Economic Policy (cod. 8420)
Learning outcomes
The aim of the course is to introduce econometric techniques to study the empirical behaviur of individual economic agents. At the end of the course, the student will be able to assess the empirical research published in the literature on these subjects, apply a number of econometric techniques to their own data.
Course contents
1. Modelling cross sections, time series and panels of data
2. The econometric software
3. The theory of multiple regression (OLS, GLS, IV)
4. Limited dependent variable models
Readings/Bibliography
(1) Basics: 2 options, either
(1a) J. Stock e M. Watson, Introduction to Econometrics
(4th edition), Addison Wesley
Chapters: (1-9), 11, (12), 17, 18 (note: in brackets the parts
which should be have done during the bachelor that are integrant
part of the course)
or
(1b) Verbeek M., A Guide to Modern Econometrics (4th
edition). Wiley
(2) Other material will be available during the course
Further readings:
Linton, O, Probability, Statistics and Econometrics, Academic Press
Teaching methods
Each lecture presents both theoretical and applied aspects of the econometric method, by using the PC screen in class in order to show main outcomes of the regression analysis.
Assessment methods
Students attending the lectures: the final examination is made
of two steps of different relevance:
20% applied work with Stata and Gretl using data and
topics chosen by the teacher.
80% individual written exam
Students not attending the lectures are requested to make a written exam.
Teaching tools
PC and slides
Links to further information
https://sites.google.com/site/robigolinelli/teaching/micromacro
Office hours
See the website of Roberto Golinelli