Statistical analysis of multivariate data - Applied Econometrics

Teacher(s)

Draye Xavier; Gaspart Frédéric; Symul Laura;

Language

French
> English-friendly

Content

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

lectures in class / on Teams
homeworks

Evaluation methods

homework in group

Online resources

partim B (Applied Econometrics): Documents used during the lectures (plans, tables, graphs,...) are available for the students on Teams.

Teaching materials

• All documents used during the lectures (plans, tables, graphs,...) will be available on Teams.

Faculty or entity

> AGRO