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- Oggetto:
METHODOLOGICAL TOOLS FOR EMPIRICAL WORK
- Oggetto:
METHODOLOGICAL TOOLS FOR EMPIRICAL WORK
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Anno accademico 2023/2024
- Codice attività didattica
- CPS0747
- Docenti
- Thibaud Deguilhem (Titolare dell'insegnamento)
- Corso di studio
- Master's Degree Course in Economic analysis and policy
- Anno
- 2° anno
- Periodo
- Primo semestre
- Tipologia
- Caratterizzante
- Crediti/Valenza
- 6
- SSD attività didattica
- SECS-P/05 - econometria
- Erogazione
- Tradizionale
- Lingua
- Inglese
- Frequenza
- Facoltativa
- Tipologia esame
- Orale
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Sommario insegnamento
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Obiettivi formativi
The goal of this course is to familiarize students with the heterodox econometrics technics: from a theoretical (mathematical) perspective; from a practical and empirical point of view; but also in a more reflexive movement, as ideologically oriented tools. Students are evaluated on the replication of a research paper results, under the supervision of the professor.
These practices in context are useful to understand the “how to” of econometrics, but also the presuppositions of the methodology.
Nevertheless, some theoretical lectures will be given on the more advance and original methodologies as well as on statistics sociology.
The scope of the course includes linear models for panel data (fixed effects) and quasi-experimental econometrics (Propensity Score Matching and DiD estimators). We’ll use R for computation.- Oggetto:
Risultati dell'apprendimento attesi
This course will provide students with knowledge in advanced econometrics.
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Programma
Indicative list of lectures
Introduction: “All models are wrong, but some are useful" (1);
Reminders on linear regression and panel models (2);
Causality, counterfactual, and experiments (1);
Quasi-experimental strategies: PSM (1);
Diff-in-Diff estimator and recent advancement (2);
Presentation of the research papers to be replicated (1);
Sessions dedicated to students’questions about replication;
Presentation: oral defence (2).- Oggetto:
Modalità di insegnamento
The classes will be a mix of lectures and excercices on software and will be given in English.
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Modalità di verifica dell'apprendimento
Grading and evaluation will be based on a group replication of empirical results featuring one of the several methods covered in class. Students will be evaluated individually by a presentation of their work (oral defence).
Sessions dedicated to the replication presentations will be organized at the end of the Semester.
Written examination.- Oggetto:
Attività di supporto
Not planned
Testi consigliati e bibliografia
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Introduction to econometrics with R, available at
https://www.econometrics-with-r.org/
Angrist, J. D. et Pischke, J.-S. (2009). Mostly harmless econometrics: An
empiricist’s companion. Princeton University Press, New York.
Gangl, M. (2010). Causal Inference in Sociological Research. Annual Review
of Sociology, 36(1) :21-47.
Wooldridge, J. M. (2010). Econometric analysis of cross section and panel
data. MIT Press, Cambridge.Fox & Weisberg (2011). An R companion to applied regression.
Fox, J. (2015). Applied regression analysis and generalized linear models.
Bernhard Pfaff (2008). Analysis of Integrated and Cointegrated Time Series
with R- Oggetto:
Note
This course will be held in Paris.- Oggetto: