Metodi quantitativi avanzati per la ricerca (2022/2023)

Course code
cod wi: DT000422
Name of lecturers
Riccardo Scarpa, Claudia Bazzani, Elena Claire Ricci
Coordinator
Riccardo Scarpa
Number of ECTS credits allocated
11
Academic sector
AGR/01 - AGRICULTURAL ECONOMICS AND RURAL APPRAISAL
Language of instruction
Italian
Location
UDINE
Period
Anno accademico 2022/2023 Dottorato di ricerca dal Oct 1, 2022 al Sep 30, 2023.

Lesson timetable

Go to lesson schedule

Learning outcomes

This course aims to cover the main ideas and theoretical results employed in applied business economics research “Advanced quantitative research methods”. The entire course is based on Stata and focussed on microeconometrics, and it will follow closely the textbook by Cameron and Trivedi “Microeconometric Using Stata”, 2010 edition by Stata Press.

Syllabus

TOPICS
Class 1 (MUS ch1)
Introduction to Stata for data management & loops
Class 2 (MUS ch2)
Data exploration methods: smoothing & other graphics.
Class 3 (MUS ch3)
Linear models and testing.
Class 4 (MUS ch4)
Data simulation
Class 5 (MUS ch6)
Endogeneity & Linear instrumental variables.
Class 6 (MUS ch5)
GLS, FGLS, WLS, systems of equations. (MUS ch5)
Weighting, clustering & stratification.
Class 7 (MUS ch7)
Quantile regression.

Class 8 (MUS ch8) Panel

Class 9
Testing methods (MUS ch12)

(MUS ch10-11)
NLReg, optimization and testing.
Bootstrap (MUS ch13)
Class 10 (MUS ch16) Tobit and selection.
Class 11 (MUS ch15)
Multinomial, conditional, mixed logit models.
Class 13 (MUS ch9)
Panel data models (adv.)
Class 12 (MUS ch17)
Models count models, Poisson, Neg. bin., gen. NegBin, Hurdle models
Class 14
Process model & process analysis. Case study replication

Assessment methods and criteria

Assignments during the course, final take-home assignment with report on data analysis.

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