MICROECONOMETRICS

This is a core course in the Ph.D. program in Economics and it is the natural follow-up of the Econometric Theory and Time Series Analysis modules (EM2Q05 ECONOMETRICS Mod. 1 & 2).

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
- Basics of spatial econometric models

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

Accessibility, Disability and Inclusion
Accommodation and support services for students with disabilities and students with specific learning impairments

Ca' Foscari abides by Italian Law (Law 17/1999; Law 170/2010) regarding support services and accommodation available to students with disabilities. This includes students with mobility, visual, hearing and other disabilities (Law 17/1999), and specific learning impairments (Law 170/2010). If you have a disability or impairment that requires accommodations (i.e., alternate testing, readers, note takers or interpreters) please contact the Disability and Accessibility Offices in Student Services: disabilita@unive.it.

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This subject deals with topics related to the macro-area "Human capital, health, education" and contributes to the achievement of one or more goals of U. N. Agenda for Sustainable Development