Teacher(s)
Language
French
> English-friendly
> English-friendly
Content
LBIRA2110B – Applied Econometrics
Introduction to the different data types (cross-sections, time series, panel data) and to the small-sample and large-sample justifications of the OLS estimators
Cross-sections : typical exceptions to the Gauss-Markov assumptions, sources of endogeneity, IV estimators
Time series : the problem of non-stationarity, unit root tests, a few typical econometric specification for time series (Koyck, ECM,...)
Panel data : fixed effect model vs random effect model, the unifying Mundlak approach
Introduction to the different data types (cross-sections, time series, panel data) and to the small-sample and large-sample justifications of the OLS estimators
Cross-sections : typical exceptions to the Gauss-Markov assumptions, sources of endogeneity, IV estimators
Time series : the problem of non-stationarity, unit root tests, a few typical econometric specification for time series (Koyck, ECM,...)
Panel data : fixed effect model vs random effect model, the unifying Mundlak approach
Teaching methods
partim B : lectures in English, homework
Evaluation methods
partim B : homework in groups
Online resources
partim B (Applied Econometrics): Documents used during the lectures (plans, tables, graphs,...) are available for the students on Teams.
Teaching materials
- partim B (Applied Econometrics): Les documents utilisés pour présenter le cours (plans, tables, graphiques,...) sont mis à disposition des étudiants sur Teams.
Faculty or entity
Programmes / formations proposant cette unité d'enseignement (UE)
Title of the programme
Sigle
Credits
Prerequisites
Learning outcomes
Master [120] in Agricultural Bioengineering
