Applied Econometrics
- UE code ECONM826
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Schedule
30 12Quarter 1
- ECTS Credits 5
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Language
Français
- Teacher Debarsy Nicolas
At the end of the class, students will be able to distinguish between econometrics methods dealing with different types of dependent variables (continuous, discrete, strictly positive, repeated over individuals).
Secondly, they will be able to estimate and interpret these models using Stata software.
Finally, they will be familiarized with the treatment effect literature and will be able to estimate such models under different sets of assumptions about the treatment effect.
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.
For the first session exam, the evaluation consists of two parts. 1) A homework in which the student needs to define a research question, find an appropriate database and apply the appropriate techniques to answer the research question (30%).
2) A written exam (70%).
For the september session, the final grade will only consist of the grade of the final exam
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.
Training | Study programme | Block | Credits | Mandatory |
---|---|---|---|---|
Master 120 en sciences économiques, orientation générale, à finalité approfondie | Standard | 0 | 5 | |
Master 120 en sciences économiques, orientation générale, à finalité spécialisée | Standard | 0 | 5 | |
Master 120 en sciences économiques, orientation générale, à finalité didactique | Standard | 0 | 5 | |
Master 120 en sciences économiques, orientation générale, à finalité didactique | Standard | 1 | 5 | |
Master 120 en sciences économiques, orientation générale, à finalité approfondie | Standard | 1 | 5 |