Econometrics 3A-CI/MS
Teacher
ECTS:
1
Course Hours:
15
Tutorials Hours:
12
Language:
French
Examination Modality:
mém.
Objective
The econometrics course in the harmonization block aims to review the various methods introduced in previous courses in theoretical or applied econometrics, statistics, and other more specialized courses taught in your home institutions. It seeks to provide the foundational knowledge covered in the Econometrics 1 and 2 courses of the second year at ENSAE. Tutorial sessions using R complement the lectures.
Planning
- Ordinary Least Squares (OLS)
- Tests
- Standard errors and p-values
- Instrumental Variable (IV) estimation
- Treatment model
- An Illustration of the Treatment Model: Regression Discontinuity Design
- Panel data
- Non linear models: Binary outcomes
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.