Descriptif
Course description:
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.
Topics:
Endogeneity in the Linear Regression Model
Maximum Likelihood
Binary Choice Models
Multinomial Choices
Heterogeneity and Selection Models
Static and Dynamic Discrete Choices with Panel Data
Censored Regression models
Duration models
Treatment effects (Field experiments, RDD, matching)
References:
- Cameron, Trivedi, Microeconometrics : Methods and Applications, Cambridge University Press, 2005
- Cameron, Trivedi, Microeconometrics Using Stata: Revised Edition, Stata Press, 2010
- Greene, Econometric Analysis, Pearson, 2011
- Wooldridge, Econometric Analysis of Cross Section and Panel Data, MIT Press, 2010
Niveau requis : ECO552
Langue du cours : Anglais