Course Syllabus

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Il corso fornisce le competenze essenziali per fare ricerca empirica in microeconomia e macroeconomia.

Gli studenti vengono introdotti ai temi principali relativi al lavoro applicato di un economista.

  • The simple regression model
  • Multiple regression analysis: estimation, inference, asymptotics
  • Multiple regression analysis: further issues
  • Multiple regression analysis with qualitative information
  • Heteroskedasticity
  • More on specification and data problems
  • Basic regression analysis with time series data
  • Further issues in using OLS with time series data
  • Serial correlation and heteroskedasticity in time series regressions
  • Models based on Panel Data
  • IV estimation and 2SLS
  • Simultaneous equations models
  • Models with limited dependent variables
  • Advanced Time Series Topics

Statistica, matematica.

Particolare enfasi viene posta sull'utilizzo di pacchetti econometrici per l'analisi dei dati. Sessioni applicate al computer sono un elemento essenziale del corso.

Per i frequentanti la valutazione si basa su un esame scritto individuale e sulla presentazione di un progetto econometrico di gruppo.

Per i non frequentanti la valutazione si basa su un esame orale individuale e sulla presentazione di un progetto econometrico individuale.

"Introductory econometrics: a modern approach", by J.M. Wooldridge, Thompson South Western, Belmond, 5th ed.

Secondo semestre.

Inglese

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The course provides the basic skills to carry out empirical research in microeconomics and macroeconomics.

Students are introduced to the main issues arising in applied work for an economist.

  • The simple regression model
  • Multiple regression analysis: estimation, inference, asymptotics
  • Multiple regression analysis: further issues
  • Multiple regression analysis with qualitative information
  • Heteroskedasticity
  • More on specification and data problems
  • Basic regression analysis with time series data
  • Further issues in using OLS with time series data
  • Serial correlation and heteroskedasticity in time series regressions
  • Models based on Panel Data
  • IV estimation and 2SLS
  • Simultaneous equations models
  • Models with limited dependent variables
  • Advanced Time Series Topics

Statistics, mathematics.

Emphasis is placed on the use of econometric software packages as tools of quantitative and statistical analysis. Practical computer exercises are a key part of the course.

For those who attend lectures the assessment is based on a written individual midterms and the presentation of an empirical project (group work) in the last weeks of the course.

For those who do not attend lectures the assessment is based on an oral exam based on the whole syllabus and the presentation of an empirical project (individual work).

"Introductory econometrics: a modern approach", by J.M. Wooldridge, Thompson South Western, Belmond, 5th ed.

Second semester

English

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Key information

Field of research
SECS-P/01
ECTS
8
Term
Annual
Activity type
Mandatory
Course Length (Hours)
56
Degree Course Type
2-year Master Degreee
Language
English

Staff

    Teacher

  • LS
    Luca Matteo Stanca

Enrolment methods

Manual enrolments
Self enrolment (Student)