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  1. Courses

Advanced Econometrics - 110015-ENG

courses
ID:
110015-ENG
Dettaglio:
SSD: Econometrics Duration: 48 CFU: 6
Located in:
BERGAMO
Url:
Course Details:
ECONOMICS AND DATA ANALYSIS - 149-R-EN/PERCORSO COMUNE Year: 1
Year:
2025
  • Overview
  • Syllabus
  • Degrees
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Overview

Date/time interval

Primo Semestre (15/09/2025 - 19/12/2025)

Syllabus

Course Objectives

The course aims to provide students with statistical/econometric tools that allow modeling in more complex contexts than those considered in the Econometrics course which involved the application of linear regression models.


KNOWLEDGE AND UNDERSTANDING: Students will learn basic econometric methods and understand how to apply them using STATA.

ABILITY TO APPLY KNOWLEDGE AND UNDERSTANDING: Students will acquire the ability to independently create, understand and present econometric results.

MAKING JUDGMENTS: Students will learn how to judge the reliability and importance of econometric results and how to choose appropriate methods with respect to different types of data.

LEARNING SKILLS: Students will learn how to interpret the econometric results of scientific papers.


Course Prerequisites

COMPLETATA

Math:

Statistical inference;

Basic Econometrics:

- Hypothesis testing

- OLS (uni/multivariate)

- Coefficient interpretation

- OLS violation

- Sampling variability (LLN/CLT, intro to asymptotic theory)


Teaching Methods

Frontal lectures and tutorial sessions


Assessment Methods

Written exam divided into two parts (one per module) consisting of open questions.


Contents

The course is divided into two modules


Module I (Zanetti Chini):

  • Recap of linear regression theory (OLS-GLS);
  • Violations of classical OLS assumptions;
  • Estimators for regressions subject to endogeneity (IV, TSLS, GMM);
  • Introduction to Time Series Analysis.


Module II (Principe):

  • Introduction to Panel Data
  • Fixed effects in cross-sectional data
  • Binary variable models



Online Resources

  • E-learning
  • Leganto - Reading lists

Degrees

Degrees

ECONOMICS AND DATA ANALYSIS - 149-R-EN 
Master's Degree
2 years
No Results Found

People

People (2)

PRINCIPE Francesco
AREA MIN. 13 - Scienze economiche e statistiche
Gruppo 13/ECON-02 - POLITICA ECONOMICA
Settore ECON-02/A - Politica economica
Professori Associati
ZANETTI CHINI Emilio
AREA MIN. 13 - Scienze economiche e statistiche
Gruppo 13/ECON-05 - ECONOMETRIA
Settore ECON-05/A - Econometria
Professori Associati
No Results Found

Other

Main module

Advanced Econometrics
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