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| Anno Accademico |
2016/2017 |
| Corso di Studi |
Dott. - MI (1386) Ingegneria Gestionale / Management Engineering |
| Anno di Corso |
1 |
| Codice Identificativo |
050674 |
| Denominazione Insegnamento |
ADVANCED TOPICS IN ECONOMETRICS |
| Tipo Insegnamento |
MONODISCIPLINARE |
| Crediti Formativi Universitari (CFU) |
5.0 |
| Programma sintetico |
The course covers two separate topics:
Econometric analysis of Panel Data (14 hours): This part of the corse illustrates the econometric models employed in the analysis of panel data set, i.e. datasets where several individuals are observed over time. This course assumes a working knowledge of the linear regression model and a basic understanding of time series analysis. The topics covered are: Fixed Effects models (Testing the Significance of the Group Effects, The Within- and Between-Groups Estimators, Fixed Time and Group Effects, Unbalanced Panels and Fixed Effects). Random Effects models (Generalized Least Squares, Feasible Generalized Least Squares When the variance covariance matrix is Unknown; Testing for Random Effects; Hausman's Specification Test for the Random Effects). Dynamic Panel Data Models.
Structural Equation Models - SEM (14 hours): SEM is a rather flexible approach to modeling statistical data which encompasses a broad array of models from linear regression to measurement models to simultaneous equations, including confirmatory factor analysis and other techniques. This part of the course illustrates the basic building blocks of SEM models (univariate and multivariate regression, confirmatory factor analysis, path diagrams), discusses the core issue of identification of SEM models, illustrates some specific SEM models. |
| Settori Scientifico Disciplinari (SSD) |
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Codice SSD
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Descrizione SSD
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CFU
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ING-IND/35
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INGEGNERIA ECONOMICO-GESTIONALE
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5.0
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Scaglione
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Nome
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Programma dettagliato
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Da (compreso)
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A (escluso)
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A
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ZZZZ
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Mosconi Rocco Roberto
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