Very good knowledge of statistics, linear algebra, introductory econometrics.
To provide students with the necessary skills to independently apply advanced statistical/econometric methods to properly examine economic questions and to understand the econometric theory underlying the methods.
Students will be well equipped to undertake research careers at national (e.g. Bank of Italy) and international (e.g. European Central Bank, International Monetary Fund, World Bank) institutions, in the financial sector and in academia.
Review of regression analysis, estimation and inference, properties assumption for estimation
Asymptotics for estimators and tests
Binary choice models
Multinomial/ordered response models
Non-parametric methods and methods for non-linear models.
A specialized session of 6 hours will be covered by prof. Bontemps. The contents of this special session will be illustrated during the completion of the course.
Lectures and practical classes using the econometric packages Stata or R.
The assessment consists of:
final written exam (multiple choices, short-answers, proofs, and/or numerical questions) based on the material in the syllabus and in the coursework.
Students must pass the final written exam.
If lectures and classes will be delivered blended or remotely in full, the syllabus and the assessment process will be modified accordingly.