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ECO-5106 : Topics in econometrics

ECO-5106 : Topics in econometrics

Responsable(s) :
  • Camille Massie
Enseignant(s) :
  • Mathias Silva Vazquez

Niveau

M2

Discipline

Economie

ECTS
5.00
Période
1e semestre
Département
Département d'Économie
Localisation
Site Descartes
Année
2023

Public externe (ouverts aux auditeurs de cours)

Informations générales sur le cours : ECO-5106

Content objectif

ECO-5106 : Topics in econometrics

Responsible teacher: Mathias SILVA VAZQUEZ (mathias.silva_vazquez [at] ens-lyon.fr)

This course introduces the students to advanced econometric methods for the analysis of cross-sectional and panel micro-data. The course explores different techniques that are used in empirical research in economics, as well as policy evaluation tools.
The objective of this course is to first gain a good understanding of the theory behind the models discussed, and then a have broad perspective of how these models are used in practice.

This course is structured in two blocks:

PART 1: PANEL DATA AND QUANTILE REGRESSION o Introduction

  • Pooled models
  • Random effects models
  • Fixed effects models
  • Differences-in-differences Estimator o Quantile regression

PART 2: DICRETE-CHOICE MODELS o Introduction

  • Maximum Likelihood Estimation: A reminder o Binary models
  • Multinomial models
  • Sample selection models