ECO-5106 : Topics in econometrics

Lecturer: Yao KPEGLI (Yao.kpegli), Mathias SILVA VAZQUEZ (mathias.silva_vazquez [at] ens-lyon.fr)

ECO-5106 : Topics in econometrics

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

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

• PART 2: DICRETE-CHOICE MODELS o Introduction

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