MI (1386) - INGEGNERIA GESTIONALE / MANAGEMENT ENGINEERING
A
ZZZZ
050674 - ADVANCED TOPICS IN ECONOMETRICS
Programma dettagliato e risultati di apprendimento attesi
Selected Learning Goals: The Course mainly contributes to the following Programme Learning Goals: - Ability of selecting, applying, and developing research methods in engineering and social sciences (LG2)
Course Aims: The course illustrates, based on a hands on approach, two econometric methodologies frequently used in state of the art empirical research in the fields of economics, management, and industrial engineering. Specifically the course covers the analysis of panel data sets, i.e. datasets where several individuals are observed over time, and Structural Equation Models (SEM), a 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. The methods are illustrated using Stata.
Intended Learning Outcomes (ILOs): At the end of the course, the students are expected to be able to: - Match and relate theories and methods (LO2.1) - Apply mainstream research methods (LO2.2) - Experiment extant methods in new settings (LO2.3)
Pedagogical methods/tools: Lectures, Presentation of Cases, Discussions, Individual/team assignment
Note Sulla Modalità di valutazione
Assessment methods: Paper (one or two authors) consisting of an application of at least one of the methodologies presented in the course (panel or SEM) to address appropriate research questions proposed by the student. Structure of the paper: 1) Introduction, clearly stating the research question(s) and summarizing the relevant theory 2) Description of the available dataset, using appropriate summary statistics 3) Illustration of the proposed econometric model 4) Results and conclusions. The papers have to be prepared and sent to all course participants one week before the presentation. Active participation to the presentations is encouraged.
Evaluation: Paper, 100% of the overall grade, equally weighting ILO2.1, ILO2.2 and ILO2.3. In case of joint paper, the individual contribution has to be declared in the first footnote and emphasized in the presentation: in fact, 50% of the mark will be individual, based on the individual contribution, quality of the individual presentation, individual interaction during the course and the presentation.
Intervallo di svolgimento dell'attività didattica
Data inizio
Data termine
Calendario testuale dell'attività didattica
DAY
N. HOURS
SCHEDULE
INSTRUCTOR
15-02-21
3
14-17
R.Mosconi
16-02-21
6
10-13;14-17
R.Mosconi
17-02-21
6
10-13;14-17
R.Mosconi
18-02-21
6
10-13;14-17
R.Mosconi
19-02-21
3
14-17
R.Mosconi
18-03-21
3
14-17
(discussion of project works)
Bibliografia
Greene, W.H., Econometric Analysis Note:
Selected chapters
Kline, R.B., Principles and Practice of Structural Equation Modeling
Software utilizzato
Nessun software richiesto
Mix Forme Didattiche
Tipo Forma Didattica
Ore didattiche
lezione
24.0
esercitazione
3.0
laboratorio informatico
0.0
laboratorio sperimentale
0.0
progetto
3.0
laboratorio di progetto
0.0
Informazioni in lingua inglese a supporto dell'internazionalizzazione
Insegnamento erogato in lingua
Inglese
Disponibilità di materiale didattico/slides in lingua inglese
Disponibilità di libri di testo/bibliografia in lingua inglese
Possibilità di sostenere l'esame in lingua inglese
Disponibilità di supporto didattico in lingua inglese