67730 - Econometrics

Academic Year 2023/2024

  • Docente: Denni Tommasi
  • Credits: 6
  • SSD: SECS-P/05
  • Language: English
  • Teaching Mode: Traditional lectures
  • Campus: Bologna
  • Corso: Second cycle degree programme (LM) in Economics and Public Policy (cod. 5945)

    Also valid for Second cycle degree programme (LM) in Applied Economics and Markets (cod. 5969)

Learning outcomes

At the end of the course the student has acquired knowledge of the core micro-econometric models and methods designed to study the behaviour of economic agents using cross-section and panel data, including static panel data models, instrumental variable methods. In particular, he/she is able: - to critically understand the applications of these models in the recent empirical economic literature; - to apply the models and perform his/her own analysis of economic datasets using the software STATA.

Course contents

- Introduction to econometric methods, data and STATA

- Simple and multiple regression models (advanced)

- A variety of data issues

- Pooled cross section and panel data models

- Binary choice models

Readings/Bibliography

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

Teaching methods

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.

Assessment methods

Written exam, problem sets and in-class participation.

Teaching tools

We will discuss several empirical analysis using the econometric software STATA.

Office hours

See the website of Denni Tommasi