ECO-3213 : Econometrics

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ECO-3213 : Econometrics

Econométrie

Responsable(s) :

Sophie Hatte

Niveau

L3 / 1e année

Discipline

Economie

ECTS

5.00

Période

2e semestre

Département

Département d'Économie

Localisation

Site Descartes

Année

2023

Public interne (réservés aux auditeurs de licence-master et normaliens )

Informations générales sur le cours : ECO-3213

Content objectif

ECO-3213 : Econometrics

Responsible teacher: Sophie HATTE (sophie.hatte [at] ens-lyon.fr)

1. General overview

This course is an introductory course for pre-master students aiming at covering a large spectrum of econometric techniques. After a review of the simple and multiple regression models, the course will deal with generalizations and extensions, such as panel data and instrumental variables. The course is applied-oriented, with parts containing problem solving in various fields (applied microeconomics, development economics, etc.) using Stata software.

Content prerequis

Basic knowledge of statistics, probabilities and matrix algebra is required. Students can refer to the appendixes A to D (included) of Wooldridge “Introductory econometrics”. It is strongly advised to look at this before the beginning of the course. Most econometrics textbooks (for instance Greene, see below) contain appendixes dealing with the most important pre-requisites of the study of econometrics.

Content modalites

The lectures will mainly focus on econometric theory, associated with practical examples. Most of the sessions will contain problems solving, and computer applications using Stata software. The final grade will be based on:

a problem set by group of two students (50%)
a final exam (50%)

Content renseignements

The course is taught in English.

Content horaires

Créneau(x)

Mardi Matin
Vendredi Matin

Horaires du cours

09 JAN : 10h45 - 12h45 (Salle D2-023)
12 JAN : 10h45 - 12h45 (Salle D2-023)
16 JAN : 10h45 - 12h45 (Salle D2-023)
19 JAN : 10h45 - 12h45 (Salle D2-023)
30 JAN : 10h45 - 12h45 (Salle D2-023)
02 FEV : 10h45 - 12h45 (Salle D2-023)
06 FEV : 10h45 - 12h45 (Salle D2-023)
09 FEV : 10h45 - 12h45 (Salle D2-023)
13 FEV : 10h45 - 12h45 (Salle D2-023)
16 FEV : 10h45 - 12h45 (Salle D2-023)
20 FEV : 10h45 - 12h45 (Salle D2-023)
23 FEV : 10h45 - 12h45 (Salle D2-023)

Content bibliographie

Most of the topics covered in class are presented at an introductory level in: Jeffrey Wooldridge,
Introductory Econometrics: A Modern Approach, 5th edition.
For the proofs of theorems and matrix algebra you can refer to more advanced textbooks:
William H. Greene, Econometric Analysis, sixth edition, Pearson
J. Wooldridge, Econometric Analysis of Cross Section and Panel Data, MIT Press, 2002
A nice complement for the intuitions behind the results is P. Kenney, "A guide to econometrics".

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Outils

ECO-3213 : Econometrics

Informations générales sur le cours : ECO-3213