ECONOMETRIC TECHNIQUES FOR POLICY EVALUATION
Anno accademico e docente
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- English course description
- Anno accademico
- 2018/2019
- Docente
- ANTONIO MUSOLESI
- Crediti formativi
- 7
- Percorso
- Green economy and sustainability
- Periodo didattico
- Secondo Semestre
- SSD
- SECS-P/05
Obiettivi formativi
- 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 Prerequisiti
- Probability and statistical inference; basic linear algebra; Multiple regression model with cross-sectional data
Contenuti del corso
- Instrumental variables
Heteroskedasticity
Autocorrelated Disturbances
Dynamic Economic Modelling
Unit Roots
Cointegration
Advantages of panel data
Fixed and random effects models Metodi didattici
- Lectures and lab sessions
Modalità di verifica dell'apprendimento
- dissertation and oral presentation
Testi di riferimento
- 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.
