32626 - ECONOMETRICS

Scheda insegnamento

Anno Accademico 2021/2022

Contenuti

- Introduction to econometric methods, data and STATA

- Simple and Multiple Regression Models (advanced)

- Homoskedasticity vs. Heteroskedasticity

- A primer on Instrumental Variables methods

- A primer on Panel Data methods (if time permits)

Testi/Bibliografia

Jeffrey M. Wooldridge, Introductory Econometrics: A Modern Approach (latest edition available).

Metodi didattici

For each topic we will first introduce the relevant theory, and then move to its empirical application. Special emphasis will be placed on the economic interpretation of the results.

Modalità di verifica e valutazione dell'apprendimento

Written exam, problem sets and in-class participation. Due to Covid-19 restrictions, assessment methods may change.

Strumenti a supporto della didattica

Some lectures will be given through the aid of software tools. We will discuss several empirical analysis using the econometric software STATA.

Orario di ricevimento

Consulta il sito web di Denni Tommasi