Econometrics

Università Commerciale Luigi Bocconi

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20594 - Econometrics Notes (DSBA)
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37

september 2024

2022/2023
These notes cover advanced concepts in econometrics, with a focus on linear regressions and microeconometric models. The Potential Outcome Framework and regressions with binary dependent variables such as the Linear Probability Model (LPM) are examined. Estimation methods such as the Method of Moments and the use of instrumental variables to solve endogeneity problems are covered. Other topics include Difference-in-Difference (DiD) and Average Treatment Effect (ATE) to estimate causal effects in...
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