96499 - FUNDAMENTALS OF ECONOMETRICS

Contenuti

1 - Regression model

2 - Randomized trials

3 - Instrumental variables

4 - Regression discontinuity designs

5 - Panel data and differences-in-differences

 

Testi/Bibliografia

Essential reading

Jeffrey M. Wooldridge, Introductory Econometrics: A Modern Approach, Cengage Learning, Seventh Edition, 2019.

Gertler, P. J., Martinez, S., Premand, P., Rawlings, L. B., & Vermeersch, C. M.. Impact evaluation in practice, 2^nd edition. World Bank Publications, 2016.

Additional readings

Joshua D. Angrist and Jörn-Steffen Pischke, Mastering 'Metrics: The Path from Cause to Effect, Princeton University Press, 2014.

More advanced readings

Joshua D. Angrist and Jörn-Steffen Pischke, Mostly Harmless Econometrics: An Empiricist's Companion, Princeton University Press, 2009

A. Colin Cameron and Pravin K. Trivedi, Microeconometrics using Stata, Stata Press, 2010

Metodi didattici

During each lecture we will discuss a different method and its applications to real-life problems. We will discuss and interpret empirical findings coming from published research articles. Data analysis with Stata will allow deeper understanding of the methods presented in class.

Modalità di verifica e valutazione dell'apprendimento

The assessments include problem sets, in class participation and written exam.

The maximum possible score is 30 cum laude, in case all anwers and exercises are correct, complete and formally rigorous.

The grade is expressed as follows:

<18 failed
18-23 sufficient
24-27 good
28-30 very good
30 e lode excellent

Strumenti a supporto della didattica

• Lectures slides
  
• References to published research articles
• STATA material
  

Software STATA: can be installed on students' personal computers (CAMPUS license) and is available at the Computer Lab of the School of Economics and Management.

Orario di ricevimento

Consulta il sito web di Elisabetta De Cao