96844 - STATISTICS

Contenuti

1. The “Experimental Ideal”

2. Observational Data and The Selection Problem

3. Regression and Causality

4. Instrumental Variables (IV) Methods

5. Sharp Designs in Difference-in-Differences Analyses

6. Fuzzy Designs and Generalised Difference-in-Differences

7. Count Data Applications of Panel Data Methods

Testi/Bibliografia

Angrist J and Pischke J-S (2015) Mastering Metrics: The Path from Cause to Effect, Princeton University Press: Princeton.

Wooldridge JM (2020) Introductory Econometrics, 7th (International) edn, Cengage: Boston (MA).

Metodi didattici

The course includes lectures and essential readings (marked with an asterisk (*), above) to introduce the key concepts, supplemented by the textbook chapter readings and supplementary reading in the form of journal papers.

The lectures will also be accompanied by some statistical laboratory work in the virtual laboratory. The laboratory work requires class members to analyse and interpret real datasets (which will be supplied for this purpose) using specialist statistical software (i.e., Stata), with the support of Professor Connelly who will demonstrate these methods in the statistical laboratory and in lectures.

In addition to the required readings, a range of additional resources (e.g., links to resources on the web) will also be supplied to assist class members, especially for further guidance in the use of the specialist statistical software.

Note: The emphasis of this course is applied data analysis, on understanding the results of statistical analysis, and on presenting the results in a meaningful way to an educated audience (of non-statisticians). Students will be required to analyse and present data and to explain the results, in words. (Students will not be required, for example, produce formulae, theorems, etc. or to conduct analyses using statistical software under exam conditions.)

Modalità di verifica e valutazione dell'apprendimento

Students will be required to (i) submit a log of three laboratory work sessions (15% of the course weight); and (ii) to submit a short (<5-page) written analysis of at least one empirical/applied project (40% of the course weight) before the final examination; and to sit a final, open-book, examination of 2 hours’ duration (45% of the course weight) at a date to be fixed. Please note that students must get a pass mark (20/30 or greater) on the exam to pass the course.

Strumenti a supporto della didattica

Extensive materials including lecture slides and additional learning files, datasets, logs and practice exams (as well as real, previous exams) will be available on the Virtuale site for this course.

Office hours

See the website of Luke Brian Connelly [https://www.unibo.it/sitoweb/luke.connelly/en]

Orario di ricevimento

Consulta il sito web di Luke Brian Connelly