- Docente: Denni Tommasi
- Crediti formativi: 6
- SSD: SECS-P/05
- Lingua di insegnamento: Inglese
- Modalità didattica: Convenzionale - Lezioni in presenza
- Campus: Bologna
- Corso: Laurea Magistrale in Applied Economics and Markets (cod. 5969)
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dal 11/11/2024 al 12/12/2024
Conoscenze e abilità da conseguire
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, and the most widely used limited dependent variable modes. 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.
Contenuti
- Ordinary Least Squares (OLS) estimator in matrix form
- Finite Sample properties of OLS estimator
- Finite Sample inference
- OLS asymptotics and large sample inference
- Non spherical variance
- Instrumental Variables (IV)
Testi/Bibliografia
William H. Greene, Econometric Analysis, 8th Edition, 2018.
Jeff M. Wooldridge: Econometric Analysis of Cross Section and Panel Data, 2nd Edition, 2010.
Jeff M. Wooldridge: Introductory Econometrics. A Modern Approach, 7th Edition, 2019.
Metodi didattici
For each topic we will first introduce the relevant theory, and then move to its empirical application and simulations.
Modalità di verifica e valutazione dell'apprendimento
Written exam, problem sets and in-class participation.
Strumenti a supporto della didattica
We will discuss several empirical examples and we will run simulations using the econometric software STATA.
Orario di ricevimento
Consulta il sito web di Denni Tommasi