ECONOMETRIC TECHNIQUES FOR POLICY EVALUATION
Academic year and teacher
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- Versione italiana
- Academic year
- 2018/2019
- Teacher
- ANTONIO MUSOLESI
- Credits
- 7
- Curriculum
- Green economy and sustainability
- Didactic period
- Secondo Semestre
- SSD
- SECS-P/05
Training objectives
- The course aims at presenting basic econometric methods allowing measuring causal relations using real data. In particular, the course will focus on time series and panel data econometrics and how these methods can be used to study the effect of public policies and other variables on the economies.
At the end of the course, the student is able to use basic time series and panel econometric methods Prerequisites
- Probability and statistical inference; basic linear algebra; Multiple regression model with cross-sectional data
Course programme
- Instrumental variables
Heteroskedasticity
Autocorrelated Disturbances
Dynamic Economic Modelling
Unit Roots
Cointegration
Advantages of panel data
Fixed and random effects models Didactic methods
- Lectures and lab sessions
Learning assessment procedures
- Dissertation and oral presentation
Reference texts
- Stock J., M. Watson, Introduction to Econometrics 3/Ed, Pearson.
Pesaran H, Time Series and Panel Data Econometrics, Oxford University Press.
Hsiao C, Analysis of Panel Data 3/ED, Cambridge University press.
