Docente
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CONTE ANNA
(programma)
1. Introduction
2. Discrete choice models
2.1 Binary choice models
2.1.1 Estimating the impact of unemployment benefits on recipiency and other applications
2.2 Ordered response models
2.2.1 Estimating the willingness to pay for natural areas and other applications
2.3 Multinomial models
2.3.1 Choosing the mode of transportation and other applications
2.4 Censored dependent variable models
2.4.1 Expenditures on Alcohol and tobacco, Engel curves, wage equations and other applications.
3. Panel data
3.1 The fixed effects model and the random effects model
3.1.1 explaining individual wages and other applications
3.2 Dynamic linear models: Autoregressive panel data model; dynamic models with exogenous variables; unit roots and cointegration
3.2.1 Wage elasticities of labour demand
3.3 Models with limited dependent variables: binary choice models; the fixed effects logit model; the random effects probit model; tobit models; dynamic and the problem of the initial conditions
3.3.1 Some economics applications
4. Simulation-base estimation
4.1 Drawing from densities
4.2 Simulating probabilities and the Maximum Simulated Likelihood estimation approach
4.3 Choice under risk and unobserved heterogeneity
5. STATA programming lab
Train, K., 2009, Discrete Choice Methods with Simulation, Cambridge University Press
Verbeek, M., 2017, A Guide to Modern Econometrics, 5th Edition, Hoboken, NJ: John Wiley and Sons
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