MICROECONOMETRICS

Anno accademico
2019/2020 Programmi anni precedenti
Titolo corso in inglese
MICROECONOMETRICS
Codice insegnamento
PHD058 (AF:319818 AR:172038)
Modalità
Crediti formativi universitari
6
Livello laurea
Corso di Dottorato (D.M.45)
Settore scientifico disciplinare
SECS-P/05
Periodo
II Semestre
Anno corso
1
This is a core course in the PhD program in Economics and it is the natural follow-up of the Econometric Theory and Time Series Analysis modules.
This course is aimed at providing students with the methodological and quantitative skills required to undertake independent applied research using modern microeconometrics 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 course
- 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.
Students will be asked to hand in homeworks and one final take home exam.
lectures and practical sessions
scritto
Programma definitivo.
Data ultima modifica programma: 15/04/2019