Economics

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

Knowledge of linear algebra, derivatives, descriptive statistics and inference

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)

Students can book a seat in classroom through the Prodigit

written examination in classroom

The course will be held in classroom by means of traditional frontal lessons