6 credits during the 3nd year of 8699 Economics (L-33) GENOVA
6 credits during the nd year of 8700 Economics and Financial Institutions (LM-56) GENOVA
|SCIENTIFIC DISCIPLINARY SECTOR||SECS-P/05|
|TEACHING LOCATION||GENOVA (Economics)|
The course goal is to familiarize students with the theory and use of quantitative methods in economics. The topics of the course are: the linear model and its generalizations; estimation and testing theory; econometric specification techniques and model selection problems; instrumental variables, models for qualitative variables and panel data. Such techniques are illustrated both theoretically and by means of empirical economic applications implemented using software such as Stata
Rigorous introductory course to econometric analysis. Simple and multiple linear regeressions, ols estimation, mle estimation, endogeneity and Iv estimation. Proof based course with empirical applications in STATA and E-Views.
At the end of the course student will be able to...
Faces to Faces lectures
Attendance is not compulsory, however it is strongly recommended.
1.Linear Regression model
2.Generalized Linear Regression Model
4. Endogeneity and Instrumental Variables: GMM and 2SLS
5. Binary Dependent Variable: MLE,Logit and Probit
6. Panel Data: Random and Fixed effect
A set of lecture notes and extra questions are available on “AulaWeb”.Students are strongly recommended to rely on these notes and attempt all the extra questions given. Students are very welcome to discuss the extra questions during office hours.
GABRIELE DEANA (President)
14 september - 15 december 2021
The exam is written, and it is composed of "theoretical" questions, where deriving the main results discussed during the lessons, and "empirical", where discussing and interpreting some empirical results.
you can choose to do a general exam, or two partials (in the first two exam sessions): in the latter case, the final grade is the weighted average (50%) of the two partial.
You can also do a work group, that will provide you a bonus to add to the final grade of the exam ( within the first two exam session)
The written exam aims to ascertain:
the understanding of the theoretical foundations of the estimated models analyzed
the ability to evaluate the most appropriate estimation model to use according to the research question and available data
the capability to read and interpret the empirical results
Group work aims to evaluate the application of the different contents learned, as well as the ability to work in a group and critical analysis