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Master of Science in Economics and Development



Year: 2

Semester: I

Instructor: Alessandro Palandri and Fabrizio Cipollini

Monte Carlo Simulations: Law of Large Numbers, unbiasedness, Central Limit Theorem. Maximum Likelihood. Testing Principles: Wald, Likelihood Ratio, Lagrange Multiplier. Models for binary data: link function, logit, probit, goodness of fit. Models for count data: Poisson and Negative Binomial regressions. Generalized Method of Moments: estimation, optimal weighting matrix, Instrumental Variables, Quasi-Maximum Likelihood. Models for panel data: pooled OLS, Fixed Effects Models, Random Effects Models, Hausman Test. Models for multinomial data: Multinomial Logit, Nested Logit, Multinomial Probit.

Computer laboratory. Use of STATA.


last update: 23-July-2018
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