MICROECONOMETRICS

Second cycle degree in ECONOMICS AND FINANCE

Campus: PADOVA

Language: English

Teaching period: Second Semester

Lecturer: LORENZO ROCCO

Number of ECTS credits allocated: 6


Syllabus
Prerequisites: Students are required to have a good command of multivariate regression analysis and discrete choice models
Examination methods: The exam is composed of a written test (65 percent) and a short paper (35 percent) based on an individual project. To pass, both parts need to receive a positive evaluation.
Course unit contents: Definition of causal effects
Evaluation of causal effects in an experimental setting
Evaluation of causal effects in an observational setting
The problem of selection
Identification of causal effects by means of
1) Regression analysis and matching techniques
2) Instrumental Variables
3) Difference in Differences methods
4) Regression Discontinuity Design (sharp and fuzzy)
Introduction to the marginal treatment effect and the policy relevant treatment effects
Tutorials on using STATA for the microeconometric analysis.