| CODE | 24615 |
|---|---|
| ACADEMIC YEAR | 2022/2023 |
| CREDITS |
|
| SCIENTIFIC DISCIPLINARY SECTOR | SECS-P/05 |
| TEACHING LOCATION |
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| SEMESTER | 1° Semester |
| PREREQUISITES |
Prerequisites
You can take the exam for this unit if you passed the following exam(s):
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| TEACHING MATERIALS | AULAWEB |
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
The course aims at providing the students with the basic tools of econometrics analysis and helping them to develop a way of thinking in quantitative terms. Without neglecting a proper discussion of the theoretical background, the course distinctly follows an applied approach. Indeed, by using advanced statistical software, the students will learn how to apply econometric techniques to a number of real-world case studies.
At the end of the course student will be able to...
Faces to Faces lectures
Exercises
Attendance is not compulsory, however it is strongly recommended.
First part
1.Linear Regression model
2.Generalized Linear Regression Model
3.Parameter Instability
Second Part
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.
Suggested bibliography:
SILVIO TRAVERSO (President)
1° semester
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
| Date | Time | Location | Type | Notes |
|---|---|---|---|---|
| 09/01/2023 | 09:00 | GENOVA | Scritto | Esame di Econometria (cod. 24615) - Prof Traverso |
| 23/01/2023 | 09:00 | GENOVA | Scritto | Esame di Econometria (cod. 24615) - Prof Traverso |
| 06/02/2023 | 09:00 | GENOVA | Scritto | Esame di Econometria (cod. 24615) - Prof Traverso |
| 09/06/2023 | 09:00 | GENOVA | Scritto | Esame di Econometria (cod. 24615) - Prof Traverso |
| 23/06/2023 | 09:00 | GENOVA | Scritto | Esame di Econometria (cod. 24615) - Prof Traverso |
| 13/07/2023 | 09:00 | GENOVA | Scritto | Esame di Econometria (cod. 24615) - Prof Traverso |
| 01/09/2023 | 09:00 | GENOVA | Scritto | Esame di Econometria (cod. 24615) - Prof Traverso |