Econometrics 3A-CI/MS
Teacher
ECTS:
1
Course Hours:
15
Tutorials Hours:
12
Language:
French
Examination Modality:
written exam
Planning
- Ordinary Least Squares (OLS)
- Inference and estimation under linear constraints
- Standard errors and p-values
- Instrumental Variable (IV) estimation
- Treatment model
- Panel data
- Maximum Likelihood (ML) estimation and binary outcomes
- Tobit and selection models
References
- Wooldridge, Jeffrey M. 2016. Introductory Econometrics. A Modern Approach. 6th Edition;
- Cameron, A. Colin and Pravin K. Trivedi 2010. Microeconometrics Using STATA: Revised Edition;
- Angrist, Joshua D. and Jörn-Steffen Pischke. 2009. Mostly Harmless Econometrics: An Empiricist’s Companion;
- Angrist, Joshua D. and Jörn-Steffen Pischke. 2015. Mastering Metrics: The Path from Cause to Effect;
- Visser, Michael. Econometrics 1. Cours de la deuxième année ENSAE;
- D'Haultfoeuille, Xavier. Econometrie 2. Cours de la deuxième année ENSAE.