Econometrics II

Aim of the course

The second course of Econometrics will first illustrate non-linear models suited for the study of limited dependent variables. Models for dichotomous dependent variables will be analysed in depth so that they will provide a basis for other models, such as those for polychotomous, censored, and truncated dependent variables. Methods of panel model data and causal inference will also be covered. 
 

Syllabus

Week 1 

• Introductions, Syllabus, Material, Empirical Project      
• Brief summary on what we have seen in the first part of the course
• Revision of Linear Regression Models 

Week 2    

•     Discrete Choice Models 

Week 3  

•   Truncated and Censored

Week 4    

•  Time Series model (introduction)

Week 5    

• Panel Data static
• Panel Data dynamic

Week 6    

• Introduction to Causal Inference 

Week 7    

• Presentation of Empircal Projects

This is a tentative schedule, the content or order might vary slightly depending on the pace of lectures or other organizational aspects. Feel free to ask the instructor for more information on the material will be covered in the exam. 

    
 

The aim of the course is to provide students with more advanced econometric tools to better understand empirical econometric analyses and to perform more rigorous own empirical works

In presenza

Theoretical classes will be complemented by computer lab classes and tutorials. The recommended statistical package is STATA.

Written exam in the classroom (70%) and empirical works (30%)