The course in Econometrics and Data Analysis has the following objectives: (1) learning a knowledge, i.e. understanding and knowing the main theoretical foundations of econometrics and data analysis (2) learning critical skills related to the application of econometric and data analysis methods.
Study of the relationship between economic variables, bivariate regression and regression with more than two variables. Problems related to so-called categorical and auxiliary variables are also discussed, as well as the various hypothesis tests. Factor analysis and discrete choice models are introduced. The course is illustrated by numerous economic and financial examples.
Closed book written examination
Econometrics: Theory and Applications (Valérie Mignon)