Docente

MAGGI BERNARDO
(programma)
Program (9 C.F.U., 72 hours) Lessons spread on five main blocks. Every lesson will be briefly described from time to time online on the website “elearning2 Sapienza” also by uploading the accessory material used.
Part 1. Introduction of the analytical models (Production Economics, Productivity and Efficiency Measurements); Variables definition. Data and Measurement Issues. Initial evaluation of the datasets adopted for the applied analyses.
Part 2. Analytics for the parametric empirical approach: Cost, Profit and Revenue functions. Stochastic Frontier Models. Input Efficiency and Output Efficiency Indicators.
Part 3. Estimation methods: 1) Panel Data Methods 2) Maximum Likelihood Methods.
Part 4. Introduction to NonParametric Analysis.
Part 5. Applied analysis to real data, with STATA.
References (Available online (after enrollment in the course), website elearning2 Sapienza)
Battese Tim, D.S. Rao, G. Coelli, O’Donnell J., (2005), “An introduction to efficiency and productivity analysis”, Springer.
Wooldridge, J.M, (2002), ”Econometric Analysis of Cross Section and Panel Data”, The MIT Press Cambridge, Massachusetts London, England (For panel Data).
Maggi B. (2019), Lecture note (Some notions of Part I and Part II).
Maggi B., Guida M., (2011), Modelling nonperforming loans probability in the commercial banking system: efficiency and effectiveness related to credit risk in Italy, Empirical Economics, n. 2, pp 269291 (For Dataset preparation).
