Cours 2023-2024

Applied Econometrics [ECONM826]

  • 5 crédits
  • 30h+12h
  • 1er quadrimestre
Langue d'enseignement: Anglais / English
Enseignant: Debarsy Nicolas


See the english description


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


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.


Econométrie et méthodes statistiques : théorie et applications

Méthodes 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 / English

Lieu de l'activité


Faculté organisatrice

Faculté des sciences économiques, sociales et de gestion
Rue de Bruxelles, 61
5000 NAMUR


Etudes de 2ème cycle