ECONOMETRICS - ADVANCED COURSE

Course objectives

Knowledge and understanding: students will be able to understand the different estimation problems one comes across, getting able to identify in what context each method can be applied and how to use the results to inform the main stakeholder including policy makers. Applying knowledge and understanding: students will be able to apply the econometric methods studied on modern econometric software. Making judgement: students will be able to critically evaluate strengths and weaknesses of empirical analysis as a research and policy tool. Communication skills: students will be able to effectively communicate the results of their own analysis in simple and effective ways. Learning skills: students will develop the necessary skills and abilities to independently identify and formulate empirical research questions.

Channel 1
MARCO VENTURA Lecturers' profile

Program - Frequency - Exams

Course program
elements of matrix algebra, the classical multiple linear regression model, the OLS estimator, finite sample properties of the OLS estimator, large sample properties of the OLS estimator, specification analysis and model selection, non-spherical disturbances, maximum likelihood estimation, time series, Instrumental variables, treatment models, discrete data
Prerequisites
Knowledge of linear algebra, derivatives, descriptive statistics and inference
Books
Verbeek M. A Guide to Modern Econometrics. Wiley Custom, 5th Eds. Testo principale di riferimento Angrist J.D., Pischke J.S., 2009. Mostly Harmless Econometrics: An Empiricist’s Companion. Princeton University Press, Princeton. (ch. 4 selected sections)
Frequency
Students can book a seat in classroom through the Prodigit
Exam mode
written examination in classroom
Lesson mode
The course will be held in classroom by means of traditional frontal lessons
  • Lesson code1031400
  • Academic year2024/2025
  • CourseEconomics
  • CurriculumEconomia politica
  • Year1st year
  • Semester2nd semester
  • SSDSECS-P/05
  • CFU9
  • Subject areaEconomico