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Statistics and Econometrics 2 (ECO-CO-STATS2)

ECO-CO-STATS2


Department ECO
Course category ECO Compulsory courses
Course type Course
Academic year 2024-2025
Term BLOCK 2
Credits 1 (EUI Economics Department)
Professors
Contact Simonsen, Sarah
Sessions

12/11/2024 8:45-10:45 @ Conference Room, Villa la Fonte

15/11/2024 11:00-13:00 @ Conference Room, Villa la Fonte

18/11/2024 8:45-10:45 @ Conference Room, Villa la Fonte

21/11/2024 8:45-10:45 @ Seminar Room 3rd Floor,V. la Fonte

25/11/2024 8:45-10:45 @ Conference Room, Villa la Fonte

28/11/2024 8:45-10:45 @ Conference Room, Villa la Fonte

02/12/2024 8:45-10:45 @ Conference Room, Villa la Fonte

05/12/2024 8:45-10:45 @ Conference Room, Villa la Fonte

09/12/2024 8:45-10:45 @ Conference Room, Villa la Fonte

12/12/2024 8:45-10:45 @ Conference Room, Villa la Fonte

Purpose

>This course is intended to introduce students to some standard methods specifically designed for the analysis of micro-economic data. One half of the course (Mealli) covers methods for limited dependent variables, censoring, truncation, selection and duration data, applying ML and Bayesian estimation. Potential outcome framework to causality will also be introduced. Sampling and randomization designs and inference will be discussed as well missing data methods. The other half of the course (Tarozzi) covers methods for panel data. We discuss linear and binary response models for panel data. We also review method of moments and introduce generalized method of moments estimation.

Exercise classes
There will be some problem sets and exercise classes and one review class before the exam.

Description

Teaching material

  • Cameron and Trivedi, Microeconometrics: Methods and Applications, Cambridge Uni- versity Press, 2005
  • Joshua Angrist and Jorn-Steffen Pischke. Mostly Harmless Econometrics. An Em- piricist’s Companion. Princeton University Press, 2013.
  • Jeffrey Wooldridge, Introductory Econometrics. A Modern Approach. South Western Cengage Learning, 2009
  • Lecture notes by the instructors.
 

Final exam and Grading

  • problem sets will count for 30% of the final grade;
  • final exam will count for 70% of the final grade.

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Register for this course

Page last updated on 05 September 2023