Econometrics Review Course

Econometric Review Course is a 20 hours long course. I am teaching half of the course; the other half is taught by Marco Lippi.

In my part I will focus on the specification and estimation of the linear regression model. The course departs from the standard Gauss-Markov assumptions to include heteroskedasticity, serial correlation, and errors in variables. Advanced topics include generalized least squares, instrumental variables, generalized method of moments, limited dependent variable models, and panel data.


  • Cameron, A. C., & Trivedi, P. K. (2005). Microeconometrics: methods and applications. Cambridge university press.

  • Wooldridge, J. M. (2010). Econometric analysis of cross section and panel data. MIT press.

  • White, H. (2001). Asymptotic theory for econometricians. Academic press.

Useful papers


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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