Goals

This class aims to familiarize the students with the treatment of various types of datas. As such, different econometrics techniques will be presented, covering cross-sectional, panel, and time-series frameworks. Besides, we will also cover limited and qualitative dependent variables, which require particular econometric modelling and interpretations.

A second objective is to allow students to be autonomous in the analysis of these data. To achieve this, tutorials, monitored by 2 teaching assistants will be organized. These sessions will focus on applying the methods seen in class on real data using the Stata software. Besides, they can serve as discussion room for the homework that has to been handed at the end of the period.
The topics that are covered are a combination of topics typically covered in introductory and more advanced courses in econometrics. While some background in econometrics is helpful, the course is also open to students without prior knowledge of econometrics (but willing to study).



 

Content

This class will cover different topics, giving the students the opportunity to be in touch with many different econometric specifications, depending on the data they have to handle.The material not covered during the lectures is not part of the final exam.

1) Refresher on linear models

2) GMM and Maximum Likelihood estimation frameworks

3) Endogeneity

4) Qualitative dependent variables

5) Limited dependent variables

6) Panel data

7) Time series analysis

8) Networks econometrics

9) Non linear models

 

Exercices

6 tutorials will be organized to help students to apply the theoretical concepts seen in class on real data using the Stata software.

These sessions will be monitor by 2 different teaching assistants.
 

Assessment method

The evaluation consists of the homework (30%) and a written exam (70%).
The grade for the homework will be split into two: 50% for the written report and 50% for its presentation in front of the professor and teaching assistants.
 

Sources, references and any support material

The course borrows material from several textbooks. The main one is

Wooldridge, J., 2010, Econometric Analysis of Cross section and Panel Data, The MIT Press, London

The support material will consists of the slides posted on Webcampus.

 

Language of instruction

Français