ENSAE Paris - École d'ingénieurs pour l'économie, la data science, la finance et l'actuariat
ENSAE Paris - École d'ingénieurs pour l'économie, la data science, la finance et l'actuariat
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Econometrics 3A-CI/MS

Teacher

Bertrand GARBINTI

GARBINTI Bertrand

Department: Economics

ECTS:
1

Course Hours:
15

Tutorials Hours:
12

Language:
French

Examination Modality:
written exam

Planning

  1. Ordinary Least Squares (OLS)
  2. Inference and estimation under linear constraints
  3. Standard errors and p-values
  4. Instrumental Variable (IV) estimation
  5. Treatment model
  6. Panel data
  7. Maximum Likelihood (ML) estimation and binary outcomes
  8. 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.
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