Introductory Econometrics University of Bordeaux
The course aims to provide students with a thorough understandingofcore techniques of econometrics. A special attention will be devotedto test economic theories and quantify relevant factors for economicpolicy and other decisions. Students will have practical experience ofthe application of econometric methods, and be able touse STATA towork with data to estimate models. At the end of this course, studentsshould have become proficient in developing and interpreting linearmultiple regression models as applied to a variety of economicproblems and data.
Descriptive statistics, basic concepts of probabilities.
- Continuous examination (40) - Final exam (theory) + Continuous assessment (theory +STATA).
Implementation of a multiple linear regression model, presentation ofthe estimators of ordinary least squares (OLS) and their statisticalproperties as the classical model assumptions, diagnosticsand possiblesolutions when the latter are not met. Understanding of the principles underlying the multiple linearregression model and interpreting / assessing results.PLAN: - CH 1. Linear and Multiple regression : OLS estimators, tests, -CH 2. Heteroskedasticity and consequences on the OLS properties,robust standard errors, GLS - CH 3. Multicollineairty andautocorrelation - CH 4. Specification and data issue : Endogeneity; Binary variables(Logit/probit) ; Count Variables (Poisson) Eachchapter of the course will have some applications based on datasetprovided by the teacher. During the TD students will be asked to workon STATA on subjects related to the topics discussed in classes.
Lecture course, tutorial classes
Online Course Requirement
BIBLIOGRAPHIC REFERENCES : - Jeffrey Wooldridge: Introductory Econometrics: A Modern Approach,5th edition - A. Colin Cameron and Pravin K.Trivedi,“Microeconometrics using Stata”, Stata Press, RevisedEdition KEY WORDS :MCO, Heteroskedasticity, STATADuration: 12 hoursLanguage of instruction: EnglishMode of delivery: Face-to-face teaching; Practical exercises with STATA
Site for Inquiry
Please inquire about the courses at the address below.
Contact person: Valério Sterzivalerio.email@example.com