Docente
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CONTE ANNA
(programma)
Introduction (2 hours)
The method of Maximum Likelihood (2 hours)
Binary choice models (6 hours)
Interval regression (4 hours)
Ordered response data (4 hours)
Excess-zero data (8 hours)
Truncation and Censoring (8 hours)
Finite Mixture Models: Latent class models and models of types (4 hours)
Dealing with excess zeros: Hurdle models and applications (4 hours)
Dealing with excess zeros via mixture models (2 hours)
An introduction to panel data for limited dependent variable models (6 hours)
Unobserved heterogeneity and Maximum Simulated Likelihood (6 hours)
Structural modelling (2 hours)
STATA programming lab (14 hours)
Lecture notes and exercises are made available by the instructor via the moodle website. This is also valid for non-attendees.
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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