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Insegnamento
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CFU
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SSD
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Ore Lezione
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Ore Eserc.
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Ore Lab
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Ore Studio
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Attività
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Lingua
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8011190 -
MATHEMATICS
(obiettivi)
The course has four parts: Calculus, Linear Algebra, Optimization and Probability. The main goals of the course are the study of:
- integration in several variables (Fubini, change of variable formula, polar coordinates, …);
- linear transformations, eigenvalues, eigenvectors, projections and the spectral theorem;
- unconstrained and constrained optimization (Taylor formula in several variables, Kuhn-Tucker);
- limit theorems in probability and conditional expectation (weak law of large numbers, central limit theorem, multivariate gaussian).
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M-2338 -
LINEAR ALGEBRA AND PROBABILITY
(obiettivi)
The course has four parts: Calculus, Linear Algebra, Optimization and Probability. The main goals of the course are the study of:
- integration in several variables (Fubini, change of variable formula, polar coordinates, …);
- linear transformations, eigenvalues, eigenvectors, projections and the spectral theorem;
- unconstrained and constrained optimization (Taylor formula in several variables, Kuhn-Tucker);
- limit theorems in probability and conditional expectation (weak law of large numbers, central limit theorem, multivariate gaussian).
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6
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MAT/06
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36
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-
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-
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-
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Attività formative caratterizzanti
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ENG |
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M-2337 -
CALCULUS AND OPTIMIZATION
(obiettivi)
The course has four parts: Calculus, Linear Algebra, Optimization and Probability. The main goals of the course are the study of:
- integration in several variables (Fubini, change of variable formula, polar coordinates, …);
- linear transformations, eigenvalues, eigenvectors, projections and the spectral theorem;
- unconstrained and constrained optimization (Taylor formula in several variables, Kuhn-Tucker);
- limit theorems in probability and conditional expectation (weak law of large numbers, central limit theorem, multivariate gaussian).
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6
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SECS-S/06
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36
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-
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-
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-
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Attività formative caratterizzanti
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ENG |
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8010848 -
STATISTICS
(obiettivi)
The course is an introduction to the fundamental principles and tools of statistical inference, i.e. how to draw conclusions from
data subject to random variation. Topics include: random sampling; principles of data reduction; point and interval estimation (likelihood theory); hypothesis testing; con dence intervals and nonparametric inference.
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6
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SECS-S/01
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36
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-
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-
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-
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Attività formative affini ed integrative
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ENG |
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8011585 -
MICROECONOMICS 1
(obiettivi)
Course content
This is an advanced course in microeconomic theory. The course covers the following topics of microeconomics: consumer and producer behavior, partial and general equilibrium, behavior under uncertainty. The material covered in this course is important in its own right, as a description and explanation of economic agents acting in rational manner, but also as the foundation for macroeconomics and for the many specialist subjects within economics.
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6
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SECS-P/01
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36
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-
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-
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-
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Attività formative caratterizzanti
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ENG |
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8011571 -
ECONOMETRICS
(obiettivi)
The course is organized in two modules of equal length (18 hours each).
The objective of the first module (Static Regression) is to familiarize students with the workhorses of empirical work in economics, namely the linear regression model and the ordinary least squares (OLS) estimator, and with the problems that arise when the model assumptions are violated, in particular when the regressors cannot be regarded as exogenous, that is, uncorrelated with the regression errors. The main topics of the first module are:
• Conditional expectations and best linear predictors
• The classical linear model and the OLS estimator
• Sampling properties of OLS
• Generalized least squares (GLS) and feasible GLS
• Diagnostic procedures
• Hypothesis testing and model selection.
The objective of the second module (IV & GMM) is to introduce students to the method of instrumental variables as a way of solving the endogeneity problem and the specific issues that arise with the use of this method. The main topics of the second module are:
• The instrumental variables (IV) method
• Estimation of causal effects
• Properties of conventional IV estimators under weak instruments
• Robust inference under weak instruments
• The generalized method of moments (GMM)
• Weak identification and robust inference in GMM.
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6
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SECS-P/05
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36
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-
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-
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-
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Attività formative caratterizzanti
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ENG |
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8011323 -
STATISTICAL COMPUTING
(obiettivi)
The aim of this course is to acquaint students with the basics of Stata, and its use for applied economics. The course will be mostly focused on micro-econometrics. Topics to be covered in the first part (Gagliarducci) include: dataset management, descriptive statistics, graphics, loops, linear regression, instrumental variable models (IV), panel data models, non-linear models, regression discontinuity (RD).
Course prerequisites and material
Students are supposed to be attending, or have attended, the course of Statistics and Econometrics. In each class we will compile a Stata dofile on the scheduled topic (see below).
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M-3768 -
MATLAB
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Erogato in altro semestre o anno
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M-3767 -
STATA
(obiettivi)
The aim of this course is to acquaint students with the basics of Stata, and its use for applied economics. The course will be mostly focused on micro-econometrics. Topics to be covered in the first part (Gagliarducci) include: dataset management, descriptive statistics, graphics, loops, linear regression, instrumental variable models (IV), panel data models, non-linear models, regression discontinuity (RD).
Course prerequisites and material
Students are supposed to be attending, or have attended, the course of Statistics and Econometrics. In each class we will compile a Stata dofile on the scheduled topic (see below).
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3
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SECS-S/03
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-
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-
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24
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Ulteriori attività formative (art.10, comma 5, lettera d)
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ENG |
