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ECONOMETRIC TECNIQUES FOR POLICY EVALUATION

Academic year and teacher
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Versione italiana
Academic year
2016/2017
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

Written examination

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.