Corsi di Studio del Dipartimento di Culture, Politica e Società

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. Thesepractices 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.

This course will provide students with knowledge in advanced econometrics.

The classes will be a mix of lectures and excercices on software and will be given in English.

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.

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)