Advanced econometrics

A.A. 2019/2020
Insegnamento per
3
Crediti
20
Ore totali
16
Posti disponibili
Lingua
Inglese
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
Modalità di valutazione
Esame
Giudizio di valutazione
voto verbalizzato in trentesimi
Docente/i
Ricevimento:
Nella settimana 16-21 dicembre 2019, il ricevimento studenti avrà luogo martedì dalle 13:30 alle 14:30.
stanza 31