Advanced Econometrics

A.Y. 2019/2020
Lesson for
3
ECTS
20
Overall hours
16
Places available
Language
English
The aim of the course is to teach students the classical and more advanced techniques to study identification in multivariate econometric models. Starting from the literature of Simultaneous Equation Models the problem of identification will be presented and discussed as a mapping between the parameters of the reduced form and those of the structural form. The SVAR literature, and the related identification issue, are presented as a particular case of the Simultaneous Equation Models. The last part of the course is dedicated to the most recent techniques presented in the literature for the identification of SVAR models, like: identification using sign restrictions, identification through heteroskedasticity and through structural breaks.
Statistics and Mathematical analysis (linear algebra).
For second year students - Not mandatory
Assessment methods
Esame
Assessment result
voto verbalizzato in trentesimi
Professor(s)
Reception:
This week, 27-31 January 2020, the office hour will take place on Tuesday and Wednesday from 8:00 to 9:30.
Room 31, Department of Economics, Management and Quantitative Methods