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Micro-econometrics
Corso
A Mendrisio ()
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Descrizione
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Tipologia
Corso
Descrizione The course endows the students with the tools to analyze microeconomic data. The emphasis is placed on the econometric models as well as on their use for applications in economics, finance and banking. Lab sessions are used to familiarize the students with the mostly used statistical packages. While no prior knowledge of econometrics is required, the course assumes that students are acquainted with the most basic notions of statistics.
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8 anni del centro in Emagister.
Programma
The course endows the students with the tools to analyze microeconomic data. The emphasis is placed on the econometric models as well as on their use for applications in economics, finance and banking. Lab sessions are used to familiarize the students with the mostly used statistical packages. While no prior knowledge of econometrics is required, the course assumes that students are acquainted with the most basic notions of statistics.
Content of the course
Cross-section data: Linear model. Models for dichotomous, polychotomous, censored, truncated and duration dependent variables. Longitudinal data: linear model.
References
Franses P.H. and R. Paap, Quantitative Models in Marketing Research, Cambridge: Cambridge University Press, 2001.
Greene, William H. , Econometric Analysis (7th Edition), Pearson Education
Verbeek M., A Guide to Modern Econometrics, John Wiley and Sons,LTD, 2000
Wooldridge, Jeffrey M. Econometric Analysis of Cross Section and Panel Data, 2002, The MIT press
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Micro-econometrics