Applied Econometrics [ECONM826]
- 5 crédits
- 30h+12h
- 1er quadrimestre
Langue d'enseignement: Anglais / EnglishEnseignant: Debarsy Nicolas
Objectifs
See the english description
Contenu
This class will cover different topics, giving the students the opportunity to be in touch with many different econometric specifications, depending on the data they have to handle.The material not covered during the lectures is not part of the final exam.
1) Refresher on linear models
2) GMM and Maximum Likelihood estimation frameworks
3) Endogeneity
4) Qualitative dependent variables
5) Limited dependent variables
6) Panel data
7) Time series analysis
8) Networks econometrics
9) Non linear models
7)
Description des exercices
6 sessions of 2 hours each will be organized to help students to apply the theoretical concepts seen in class on real data using the Stata software.
These sessions will be monitor by 2 different teaching assistants.
FInally, these sessions will be used by students to discuss the homework they will have to present at the end of the class.
Disciplines
Econométrie et méthodes statistiques : théorie et applicationsMéthodes d'enseignement
The class consists in weekly lessons of 2 hours each. The content of the lectures will be posted ahead of schedule on webcampus.
Besides, 6 sessions of 2 hours each will be monitor by 2 teaching assistants. These sessions will take place every other weeks, starting on September 29.
Mode d'évaluation
The evaluation consists of two parts. 1) A homework in which the student needs to define a research question, find an appropriate database and apply the appropriate techniques to answer the research question (30%). This homework will be presented and discussed in front of the professor and the 2 teaching assistants.
2) A written exam (70%).
Sources, références et supports éventuels
The class borrows material from several textbooks. The main ones are
Wooldridge, J., 2010, Econometric Analysis of Cross section and Panel Data, The MIT Press, London
Cameron A. C. and Trivedi, P.K, 2005, Microeconometrics: Methods and Applications, Cambdrige University Press
The support material will consists of the pdf slides posted on Webcampus.
Langue d'enseignement
Anglais / EnglishLieu de l'activité
NAMURFaculté organisatrice
Faculté des sciences économiques, sociales et de gestionRue de Bruxelles, 61
5000 NAMUR
