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PA - C8 - ECO552 : Econometrics I

Domaine > Economie.

Descriptif

This course will concentrate on the study of regression analysis using the linear model, starting from the univariate case, extending the presentation to the multivariate case. After a general presentation of the potential uses of econometrics, in particular for the evaluation of public policies, we study in turn:

The Simple Regression Model

Multiple Regression Analysis with Estimation, Inference, OLS asymptotics, with Binary variables

Statistical Inference

Functional Form and Specification

Heteroskedasticity

Panel Data Methods

Endogeneity, Instrumental Variables Estimation

Treatment Effects

Simultaneous Equations

Each Lecture will be followed by a set of applications using a statistical software and real data sets.

This course relies on Wooldridge Introductory Econometrics, A Modern Approach.

 

Course taught in English

Format des notes

Numérique sur 20

Littérale/grade réduit

Pour les étudiants du diplôme Diplôme d'ingénieur de l'Ecole polytechnique

Pour les étudiants du diplôme Economics, Data Analytics and Corporate Finance

Pour les étudiants du diplôme Smart Cities and Urban Policy

Pour les étudiants du diplôme M1 Economie

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