The following topics will be covered:

  • Asymptotic theory: law of large numbers and central limit theorems for iid and time series data

  • Parametric and semi-parametric estimation techniques

  • Properties of estimators

  • Conditional expectation and related concepts with application to econometrics

  • Single equation linear model and OLS estimation

  • Instrumental variables estimation of single equation linear model

  • Limited dependent variable models

  • Panel Data models

  • Univariate ARMA processes with stochastic and non-stochastic trends

  • Vector Autoregression (VAR)

  • Forecasting with ARMA and VAR models

  • Special Topics: Generalized Method of Moments


I teach economics at the University of Pisa (Department of Economics and Management).


Department of Economics and Management
University of Pisa
Via Cosimo Ridolfi 10
56124 Pisa (PI)


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