First cycle
degree courses
Second cycle
degree courses
Single cycle
degree courses
School of Economics and Political Science
ECONOMICS AND FINANCE
Course unit
ADVANCED ECONOMETRICS
EPP3051595, A.A. 2017/18

Information concerning the students who enrolled in A.Y. 2017/18

Information on the course unit
Degree course Second cycle degree in
ECONOMICS AND FINANCE
EP2422, Degree course structure A.Y. 2017/18, A.Y. 2017/18
N0
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Degree course track Common track
Number of ECTS credits allocated 10.0
Type of assessment Mark
Course unit English denomination ADVANCED ECONOMETRICS
Department of reference Department of Economics and Management
E-Learning website https://elearning.unipd.it/economia/course/view.php?idnumber=2017-EP2422-000ZZ-2017-EPP3051595-N0
Mandatory attendance No
Language of instruction English
Branch PADOVA
Single Course unit The Course unit CANNOT be attended under the option Single Course unit attendance
Optional Course unit The Course unit can be chosen as Optional Course unit

Lecturers
Teacher in charge GUGLIELMO WEBER SECS-P/05
Other lecturers NUNZIO CAPPUCCIO SECS-P/05

Mutuated
Course unit code Course unit name Teacher in charge Degree course code
EPP4063956 ADVANCED ECONOMETRICS GUGLIELMO WEBER SP1424

ECTS: details
Type Scientific-Disciplinary Sector Credits allocated
Core courses SECS-P/05 Econometrics 10.0

Mode of delivery (when and how)
Period First semester
Year 1st Year
Teaching method frontal

Organisation of didactics
Type of hours Credits Hours of
teaching
Hours of
Individual study
Shifts
Lecture 10.0 70 180.0 No turn

Calendar
Start of activities 02/10/2017
End of activities 19/01/2018

Syllabus
Prerequisites: As emphasis will be given to methods for empirical research in applied economics, students are required to have already developed good working knowledge of general concepts in statistics and econometrics.
Target skills and knowledge: Be able to critically appraise the usefulness and appropriateness of a variety of econometric procedures.

Understand how econometric methods can be used for the analysis of cross section and panel data.

Understand how econometric methods can be used for the analysis of time series data.
Examination methods: Written exam with questions on theory and exercises requiring the analysis of real data.
Course unit contents: This course introduces students to tools widely used in modern econometrics, discussing the properties of a variety of methods for the analysis of cross section, time series and panel data. Methods and applications will be soundly integrated, and classes in the computer lab will help students develop a taste for the quantitative approach to economic theory. Contents will be articulated as follows:

Causal relationships and ceteris paribus analysis is economics. When econometrics kicks in: cross section, time series and panel data. Linear models: general overview and definitions. Linear models with cross section data: identification. Linear models with cross section data: estimation. Linear models with time series data: identification. Linear models with time series data: estimation. Linear panel data models (static and dynamic.
Planned learning activities and teaching methods: Lectures.
Additional notes about suggested reading: Joshua Angrist and Jörn-Steffen Pischke, Mostly Harmless Econometrics: An Empiricist's Companion. --: Princeton University Press, 2009. Cerca nel catalogo
Jeffrey Wooldridge, Econometric Analysis of Cross Section and Panel Data: Second Edition. --: MIT Press, 2010.
Textbooks (and optional supplementary readings)