Course Overview

The objective of this course is to provide students with a set of
theoretical and practical skills to deal with the problems of
causalityidentification in econometrics. The course will focus on the
notion of endogeneity as an important hinge between economic theory
and statistical tools. The sources of endogeneity (non-classical
measurement errors, omitted variables or simultaneity bias) will be
discussed in detail, as well as some approaches to overcome them
(panel data econometrics, instrumental variables, natural
experiments). The course willdevelop both the theoretical aspects as
well as the practical use of these approaches for the study of public
policies. The course will be taught in English.

The tutorial sessions, on computers (Stata software) will allow
students to implement the techniques covered in the course. This
course is a direct continuation of the courses on data analysis (S1)
and econometrics (S2) with which it will be entirely coordinated.
Students will be assessed on the basis of a final exam as well as on a
continuous monitoring grade through the exercises done in class. 

Learning Achievement

Competence

Course prerequisites

- Knowledge of Mathematics
- Knowledge of Descriptive Statistics
- Knowledge of Probabilities

Grading Philosophy

Continuous examination (40)

A written exam lasting 2 hours in June.

Course schedule

Course type

Lecture course, tutorial classes

Online Course Requirement

Instructor

Other information

All lecture, slides and tutorial material will be available on line.Duration: 12 hours

Language of instruction: English
Mode of delivery: Face-to-face teaching ; Practical exercises with STATA

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