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PA - CK - ECO562 : Econometrics II

Domaine > Economie.


ECO 562
Friday: 14:00-16:30
Christian Belzil, Ecole Polytechnique and ENSAE (France)
Course Content: The course is primarily concerned with Microeconometrics. It covers a large set of non-linear econometric models used in cross-sectional analysis, panel data analysis, duration data analysis and other areas. The PC session will be devoted to empirical applications covered in class.
Computer Program: All PCs will be based on STATA.
Textbook: We will be posting lecture notes on the course webpage. Notes will usually be posted a few days in advanced. Although lecture notes should be relatively self-contained, individuals who want to invest more on some of these topics found in the rst part of the course can consult:
Microeconometrics: Methods and Applications by C. Cameron and P. Trivedi, Cambridge University Press. 
Econometric Analysis of Cross Section and Panel Data by J. Wooldridge, the MIT Press
Evaluation: To be determined. In the past years, evaluation has been based on a set of exercises to be done on the computer over 2 days approximately.
Topics: Endogeneity in the Linear Regression Model, Maximum Likelihood, Binary Choice Models, Multinomial Choices, Heterogeneity and Selection Models, Static and Dynamic Discrete Choices with Pane Data, Censored Regression models, duration models, treatment effects (Field experiments, RDD, matching)


Course taught in English

Langue du cours : Anglais

Credits ECTS : 6

Format des notes

Numérique sur 20

Littérale/grade réduit

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

Le rattrapage est autorisé

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

    Le rattrapage est autorisé
      L'UE est acquise si note finale transposée >= C
      • Crédits ECTS acquis : 4 ECTS

      Pour les étudiants du diplôme Smart Cities and Urban Policy

      Le rattrapage est autorisé
        L'UE est acquise si note finale transposée >= C
        • Crédits ECTS acquis : 4 ECTS
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