{"id":908,"date":"2016-02-10T06:36:12","date_gmt":"2016-02-10T05:36:12","guid":{"rendered":"http:\/\/dottorati.unica.it\/sea\/?p=908"},"modified":"2016-02-10T06:36:12","modified_gmt":"2016-02-10T05:36:12","slug":"applied-economics-methods","status":"publish","type":"post","link":"https:\/\/dottorati.unica.it\/sea\/2016\/02\/10\/applied-economics-methods\/","title":{"rendered":"Applied Economics methods"},"content":{"rendered":"<p><strong>Course: <em>Applied Economics Methods<\/em><\/strong><\/p>\n<p><strong>Syllabus of the course<\/strong><\/p>\n<p><strong>Starting day: <em>21 Mar 2016 <\/em><\/strong><\/p>\n<p><strong>Instructors: <em>Prof. Gianfranco Atzeni, Prof. Silvia Balia, Prof. Rinaldo Brau, Prof. Manuela Pulina, Prof. Giovanni Sulis<\/em><\/strong><\/p>\n<p><strong>Contacts<\/strong>: <a href=\"mailto:atzeni@uniss.it\">atzeni@uniss.it<\/a>; <a href=\"mailto:silvia.balia@unica.it\">silvia.balia@unica.it<\/a>; <a href=\"mailto:brau@unica.it\">brau@unica.it<\/a>; <a href=\"mailto:mpulina@uniss.it\">mpulina@uniss.it<\/a>, <a href=\"mailto:gsulis@unica.it\">gsulis@unica.it<\/a><\/p>\n<p><strong>Module 1:<\/strong> <em>Identification and estimation methods for structural equation models<\/em>, Prof. Silvia Balia and Rinaldo Brau.<\/p>\n<p>Lecture 1: <strong>Identification issues in triangular and fully simultaneous equation systems<\/strong>,\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 Rinaldo Brau, 21 Mar 2016, h. 14:30 \u2013 17:00<\/p>\n<p><strong>Reading:<\/strong><\/p>\n<ul>\n<li>Lecture handouts (to be uploaded in a private dropbox space)<\/li>\n<li>Rigobon Roberto, &#8220;Identification Through Heteroskedasticity.&#8221; <em>Review of Economics and Statistics<\/em>, 2003, vol. 85, issue 4.<\/li>\n<li>Joshua D. Angrist and Alan B. Krueger, Instrumental Variables and the Search for Identification: From Supply and Demand to Natural Experiments, <em>Journal of Economic Perspectives\u2014Volume 15, Number 4\u2014Fall 2001\u2014Pages 69\u201385<\/em><\/li>\n<\/ul>\n<p>Lecture 2: <strong>Identification through heteroscedasticity and control function approaches<\/strong>,\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 Rinaldo Brau, 23 Mar.2016, h. 10:00 &#8211; 12:30<\/p>\n<p><strong>Reading:<\/strong><\/p>\n<ul>\n<li>Lewbel Arthur, \u201cUsing Heteroskedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models, Journal of Business &amp; Economic Statistics, <a href=\"http:\/\/www.tandfonline.com\/loi\/ubes20?open=30#vol_30\">Volume 30<\/a>, <a href=\"http:\/\/www.tandfonline.com\/toc\/ubes20\/30\/1\">Issue 1<\/a>, pages 67-80.<\/li>\n<li>Klein, R. and Vella, F. 2010. <em>\u201cEstimating a Class of Triangular Simultaneous Equations Models without Exclusion Restrictions,\u201d<\/em> 154\u2013164. Journal of Econometrics 154<\/li>\n<li>Farr\u00e9, L\u00eddia, Roger Klein, and Francis Vella (2013) \u201cA parametric control function approach to estimating the returns to schooling in the absence of exclusion restrictions: an application to the NLSY\u201d, <em>Empirical Economics<\/em>, 43 (1), 2013.<\/li>\n<\/ul>\n<p>Lecture 3: S<strong>imulation-based maximum likelihood for categorical data: application to multiple equations models<\/strong><strong>, <\/strong>Silvia Balia, 30 Mar.2016, h. 14:00 &#8211; 17:00<\/p>\n<p><strong>Reading:<\/strong><\/p>\n<ul>\n<li>Lecture handouts (to be uploaded in a private dropbox space)<\/li>\n<li>Chapter 5 in Andrew M. Jones, Nigel Rice, Teresa Bago d&#8217;Uva, Silvia Balia (2012). <em>Applied Health Economics,<\/em> 2nd Edition, Routledge.<\/li>\n<li>Chapter 12 (12.4.2, 12.6.1) <em>Panel Data Methods and Applications to Health Economics<\/em> in The Palgrave Handbook of Applied Econometrics (2009) edited by Terence Mills and Kerry Patterson.<\/li>\n<\/ul>\n<p>Lecture 4: <strong>Unobservable heterogeneity and finite mixture models in non-linear models: applications to multiple equations models using latent classes and discrete factor models<\/strong>, Silvia Balia, 31 Mar.2016, h. 14:00 &#8211; 17:00<\/p>\n<p><strong>Reading:<\/strong><\/p>\n<ul>\n<li>Lecture handouts (to be uploaded in a private dropbox space)<\/li>\n<li>Chapter 18 (18.1-18.5) in Colin Cameron and Pravin Trivedi (2005) <em>Microeconometrics<\/em> Cambridge University Press, New York<\/li>\n<li>Chapter 14 (14.1, 14.2, 14.3.1, 14.3.2, 14.3.3) <em>Microeconometrics: Current Methods and Some Recent Developments<\/em> in The Palgrave Handbook of Applied Econometrics (2009) edited by Terence Mills and Kerry Patterson.<\/li>\n<li>Balia S, Brau R (2014). A country for old men? Long-term home care utilization in Europe. Health Economics, vol. 23, p. 1185-1212<br \/>\n<strong>\u00a0<\/strong><\/li>\n<\/ul>\n<p><strong>Module 2:<\/strong> <em>Limited dependent variable models<\/em>, Prof. Gianfranco Atzeni.<\/p>\n<p>Lecture 5: <strong>Censored and truncated regression models<\/strong>, Sassari 4 Apr 2016, h. 15:00 \u2013 17:00<\/p>\n<p><strong>Readings:<\/strong><\/p>\n<ul>\n<li>Greene ch 19 &#8211; Limited Dependent Variables, truncation and sample selection available to download at: http:\/\/people.stern.nyu.edu\/wgreene\/Lugano2013\/Greene-Chapter-19.pdf<\/li>\n<\/ul>\n<p>Lecture 6: <strong>Two stage estimation models<\/strong>, Sassari 5 Apr 2016, h. 10:00 \u2013 12:00<\/p>\n<p><strong>Readings:<\/strong><\/p>\n<ul>\n<li>Cotei and Farhat (2007), An Application of the Two-Stage Bivariate \u00a0\u00a0\u00a0Probit-Tobit Model to Corporate Financing Decisions available to download at: <a href=\"http:\/\/papers.ssrn.com\/sol3\/papers.cfm?abstract_id=1478882\">http:\/\/papers.ssrn.com\/sol3\/papers.cfm?abstract_id=1478882<\/a><\/li>\n<\/ul>\n<p>Lecture 7: <strong>Self-selection models<\/strong>, Sassari 6 Apr 2016, h. 15:00 \u2013 17:00<\/p>\n<p><strong>Readings:<\/strong><\/p>\n<ul>\n<li>Li and Prabhala, Self-Selection Models in Corporate Finance<\/li>\n<\/ul>\n<p><strong>Module 3:<\/strong> <em>Equilibrium search models and wage differentials<\/em>, Prof. Giovanni Sulis.<\/p>\n<p>Lecture 8: <strong>Basic Search Model and Gender Differentials<\/strong>, 14 Apr 2016, h. 14:00 \u2013 17:00<\/p>\n<p><strong>Readings:<\/strong><\/p>\n<ul>\n<li>Zvi Eckstein, Gerard J. van den Berg. Empirical Labor Search: A Survey. <em>Journal of Econometrics<\/em> 136 (2007) 531\u2013564<\/li>\n<li>Richard Rogerson, Robert Shimer and Randall Wright. Search-Theoretic Models of the Labor Market: A Survey. <em>Journal of Economic Literature<\/em>. Vol. XLIII (December 2005), pp. 959\u2013988<\/li>\n<li><a href=\"http:\/\/wol.iza.org\/articles\/wage-compression-and-gender-pay-gap\">http:\/\/wol.iza.org\/articles\/wage-compression-and-gender-pay-gap<\/a><\/li>\n<li><a href=\"http:\/\/wol.iza.org\/articles\/equal-pay-legislation-and-the-gender-wage-gap\">http:\/\/wol.iza.org\/articles\/equal-pay-legislation-and-the-gender-wage-gap<\/a><\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n<p>Lecture 9: <strong>Equilibrium Search Models and Structural Estimation<\/strong>, 15 Apr 2016, h. 09:00 \u2013 12:00<\/p>\n<p><strong>Readings:<\/strong><\/p>\n<ul>\n<li>Mortensen, Dale (2003) <em>Why Are Similar Workers Paid Differently?<\/em> MIT Press.<\/li>\n<li>Burdett, K. and Mortensen, D. (1998), &#8220;Wage Differentials, Employer Size, and Unemployment,&#8221; <em>International Economic Review<\/em>, 39 (2), 257-73;<\/li>\n<li>Sulis, G. (2012), &#8220;Gender Wage Differentials in Italy: A Structural Estimation Approach,&#8221; <em>Journal of Population Economics<\/em>, Springer, vol. 25(1), pages 53-87, January;<\/li>\n<li>Sulis, G. (2011), &#8220;What Can Monopsony Explain of the Gender Wage Differential in Italy?&#8221; <em>International Journal of Manpower<\/em>, 32 (4), 446-470.<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n<p><strong>Module 4:<\/strong> <em>Mixed methods in applied economics<\/em>, Prof. Manuela Pulina.<\/p>\n<p>Lecture 10: <strong>Survey methodology<\/strong> <strong>and Factor analysis<\/strong> (SPSS simulations) 26 Apr 2016, h. 15:00 \u2013 18:00<\/p>\n<p><strong>Readings:<\/strong><\/p>\n<ul>\n<li>An Gie Yong and Sean Pearce 2013. A Beginner\u2019s Guide to Factor Analysis: Focusing on Exploratory Factor Analysis. <em>Tutorials in Quantitative Methods for Psychology<\/em>, 9(2), 79-94. http:\/\/www.tqmp.org\/RegularArticles\/vol09-2\/p079\/p079.pdf<\/li>\n<\/ul>\n<p><strong>Lectures handouts (Slides) <\/strong><\/p>\n<p>Lecture 11: <strong>Mixed methods analysis (STATA simulations)<\/strong>, 27 Apr 2016, h. 15:00-18:00<\/p>\n<p><strong>Readings:<\/strong><\/p>\n<ul>\n<li>Greene, W. (2013) Binary Choice \u2013 Nonlinear Modeling. In <em>Empirical Methods for Microeconomic Applications. <\/em><\/li>\n<\/ul>\n<p><strong>Lectures handouts (Slides) <\/strong><\/p>\n<p><strong>Course Material<\/strong><\/p>\n<p>There is no textbook for this course. See the reading lists above.<\/p>\n<p><strong>Course Assessment<\/strong><\/p>\n<p>The introductory lectures by prof. Brau will not be part of the exam.<\/p>\n<p>The grading will be based on two parts:<\/p>\n<ul>\n<li>an essay dealing with topics treated in one of the four modules<\/li>\n<li>a written exam where students are supposed to answer to two questions related to the other three modules<\/li>\n<\/ul>\n","protected":false},"excerpt":{"rendered":"<p>Course: Applied Economics Methods Syllabus of the course Starting day: 21 Mar 2016 Instructors: Prof. Gianfranco Atzeni, Prof. Silvia Balia, Prof. Rinaldo Brau, Prof. Manuela Pulina, Prof. Giovanni Sulis Contacts: atzeni@uniss.it; silvia.balia@unica.it; brau@unica.it; mpulina@uniss.it, gsulis@unica.it Module 1: Identification and estimation methods for structural equation models, Prof. Silvia Balia and Rinaldo Brau. Lecture 1: Identification issues <a href='https:\/\/dottorati.unica.it\/sea\/2016\/02\/10\/applied-economics-methods\/' class='excerpt-more'>[&#8230;]<\/a><\/p>\n","protected":false},"author":1858,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[1],"tags":[],"class_list":["post-908","post","type-post","status-publish","format-standard","hentry","category-senza-categoria","category-1-id","post-seq-1","post-parity-odd","meta-position-corners","fix"],"_links":{"self":[{"href":"https:\/\/dottorati.unica.it\/sea\/wp-json\/wp\/v2\/posts\/908","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/dottorati.unica.it\/sea\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/dottorati.unica.it\/sea\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/dottorati.unica.it\/sea\/wp-json\/wp\/v2\/users\/1858"}],"replies":[{"embeddable":true,"href":"https:\/\/dottorati.unica.it\/sea\/wp-json\/wp\/v2\/comments?post=908"}],"version-history":[{"count":1,"href":"https:\/\/dottorati.unica.it\/sea\/wp-json\/wp\/v2\/posts\/908\/revisions"}],"predecessor-version":[{"id":909,"href":"https:\/\/dottorati.unica.it\/sea\/wp-json\/wp\/v2\/posts\/908\/revisions\/909"}],"wp:attachment":[{"href":"https:\/\/dottorati.unica.it\/sea\/wp-json\/wp\/v2\/media?parent=908"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/dottorati.unica.it\/sea\/wp-json\/wp\/v2\/categories?post=908"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/dottorati.unica.it\/sea\/wp-json\/wp\/v2\/tags?post=908"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}