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.
Faculty or entity
Programmes / formations proposant cette unité d'enseignement (UE)
Title of the programme
Sigle
Credits
Prerequisites
Learning outcomes
Bachelor in Mathematics
Approfondissement en statistique et sciences des données
Minor in Statistics, Actuarial Sciences and Data Sciences
Certificat d'université : Statistique et science des données (15/30 crédits)