Applied Econometrics
- Code de l'UE ECONM826
-
Horaire
30 12Quadri 1
- Crédits ECTS 5
- Langue
- Professeur Debarsy Nicolas
See the english description
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) Endogeneity
3) Causal inference models
4) GMM and Maximum Likelihood estimation frameworks
5) Poisson models
6) Panel data models
7) Qualitative dependent variables
6 sessions of 2 hours each 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.
FInally, these sessions will be used by students to discuss the homework they will have to present at the end of the class.
The class consists in weekly lessons of 2 hours each. The content of the lectures will be posted ahead of schedule on webcampus.
Besides, 6 sessions of 2 hours each will be monitor by 2 teaching assistants. The schedule of these applied sessions will be posted on
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 class borrows material from several textbooks. The main ones are
Wooldridge, J., 2010, Econometric Analysis of Cross section and Panel Data, The MIT Press, London
Cameron A. C. and Trivedi, P.K, 2005, Microeconometrics: Methods and Applications, Cambdrige University Press
The support material will consists of the pdf slides posted on Webcampus.
Formation | Programme d’études | Bloc | Crédits | Obligatoire |
---|---|---|---|---|
Master 120 en sciences économiques, orientation générale, à finalité didactique | Standard | 0 | 5 | |
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 | 1 | 5 | |
Master 120 en sciences économiques, orientation générale, à finalité approfondie | Standard | 1 | 5 |