MICROECONOMETRICS

Anno accademico
2022/2023 Programmi anni precedenti
Titolo corso in inglese
MICROECONOMETRICS
Codice insegnamento
PHD058 (AF:417040 AR:227154)
Modalità
Crediti formativi universitari
6
Livello laurea
Corso di Dottorato (D.M.45)
Settore scientifico disciplinare
SECS-P/05
Periodo
4° Periodo
Anno corso
1
Spazio Moodle
Link allo spazio del corso
Questo è uno degli insegnamenti caratterizzanti del corso di dottorato in Economia e rappresenta la prosecuzione naturale dei moduli di Econometric Theory e Time Series Analysis (ECONOMETRICS).
This course is aimed at providing students with the methodological and quantitative skills required to undertake independent applied research using modern microeconometric methods. The course design balances theory and empirical applications. Students will be expected to gain a good command of advanced microeconometric techniques and will be asked to work with the STATA software.
a graduate-level course in Econometric Theory
- Endogeneity in cross-sectional models: Instrumental Variables and GMM
- Model specification: non-linear transformations in variables, selecting regressors, testing model specification, multicollinearity, aggregate regressors, bootstrap
- Panel data estimations, basics: pooled OLS, First Differences, Fixed Effects, Random Effects, Mundlak approach
- Endogeneity in panel data models.
- Dynamic panel data models
- Binary choice models: latent variables and Random Utility Theory; Linear probability models; Probit and Logit
- Truncated and Censored Data: Tobit I and II
- Binary choice models with endogenous regressors
- Binary choice models with panel data
- Multinomial conditional and mixed logit
Cameron and Trivedi (2005) “Microeconometrics: Methods and Applications” Cambridge Univ Press, Cambridge, UK.

Wooldridge (2010) “Econometric Analysis of Cross Section and Panel Data”, 2nd edition, MIT Press, USA.

Greene (2008) "Econometric Analysis", 6th edition, Pearson, USA.
Grading will be based on two pieces of homework. The homework will contain theoretical questions and empirical exercises to be solved in STATA. Additional details on the assessment will be provided during the first lecture, as well as the indicative submission deadlines for the homework
lectures and practical sessions
scritto
Programma definitivo.
Data ultima modifica programma: 16/05/2022