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
Functional Form and Specification
Panel Data Methods
Endogeneity, Instrumental Variables Estimation
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