UE788 - Econometric Methods

Type d'UE
Initiation/introduction
Disciplines
Économie
Page web
https://www.parisschoolofeconomics.eu/en/teaching/masters-program/ppd-public-policy-and-development/being-ppd-student-resources-internship/ 
Langues
anglais
Mots-clés
Économie
Aires culturelles
-

This course builds on and is complementary to the first-year econometrics series. While the treatment is somewhat theoretical, the focus lies with the applicability and usefulness of econometric methods. Throughout the course the theory is motivated and illustrated by means of examples.

The first part of this course treats classic asymptotic theory, including consistency and asymptotic normality results for extremum estimators. While extremum estimators include e.g., OLS, 2SLS, and Generalized Method of Moments (GMM) estimators, the exposition focuses on Maximum Likelihood (ML) estimation. Besides covering textbook examples, such as the Probit model, the course aims at providing students with the ability to model and estimate (simple) structural models using ML. In addition to standard inference methods, the course discusses bootstrap based inference.

The second part of the course treats clustering (clustered standard errors), which plays an important role in applied econometrics. After taking this course, students will be familiar with the different techniques currently available and should be able to appropriately choose among them in applications.

As part of the course, students learn to understand and use Monte Carlo simulations as a useful tool in assessing empirical/econometric methods. Homework assignments and a final project help achieving this learning goal.

Le programme détaillé n'est pas disponible.

  • Analyse et politique économiques – M2/S4
    Suivi et validation – semestriel hebdomadaire = 3 ECTS
    MCC – examen
  • Politiques publiques et développement – M2/S4
    Suivi et validation – semestriel hebdomadaire = 3 ECTS
    MCC – examen
  • Philipp Ketz [référent·e]   assistant professor/maître assistant, Paris-Jourdan sciences économiques /
Contacts additionnels
-
Informations pratiques

Mentions APE et PPD, secrétariat pédagogique, 48 bd Jourdan 75014 Paris, tél. : 01 80 52 19 43/44. Pour tout renseignement, veuillez écrire à master-ppd@psemail.eu

https://www.parisschoolofeconomics.eu/fr/formations/masters/ppd-politiques-publiques-et-developpement/etre-etudiant-ppd/

48 Boulevard Jourdan, 75014 Paris

du lundi au mardi de 15h30h à 17h30 et du jeudi au vendredi de 10h à 12h30.

Le syllabus et le planning du cours seront disponibles sur le site Internet :

https://www.parisschoolofeconomics.eu/fr/formations/masters/ppd-politiques-publiques-et-developpement/

Direction de travaux des étudiants
-
Réception des candidats
-
Pré-requis
-
  • 48 bd Jourdan
    48 bd Jourdan 75014 Paris
    2nd semestre / hebdomadaire, vendredi 08:00-11:00
    du 8 janvier 2021 au 25 juin 2021


Intervenant·e·s


  • Philipp Ketz [référent·e]   assistant professor/maître assistant, Paris-Jourdan sciences économiques /

Planning


  • 48 bd Jourdan
    48 bd Jourdan 75014 Paris
    2nd semestre / hebdomadaire, vendredi 08:00-11:00
    du 8 janvier 2021 au 25 juin 2021


Description


Type d'UE
Initiation/introduction
Disciplines
Économie
Page web
https://www.parisschoolofeconomics.eu/en/teaching/masters-program/ppd-public-policy-and-development/being-ppd-student-resources-internship/ 
Langues
anglais
Mots-clés
Économie
Aires culturelles
-

This course builds on and is complementary to the first-year econometrics series. While the treatment is somewhat theoretical, the focus lies with the applicability and usefulness of econometric methods. Throughout the course the theory is motivated and illustrated by means of examples.

The first part of this course treats classic asymptotic theory, including consistency and asymptotic normality results for extremum estimators. While extremum estimators include e.g., OLS, 2SLS, and Generalized Method of Moments (GMM) estimators, the exposition focuses on Maximum Likelihood (ML) estimation. Besides covering textbook examples, such as the Probit model, the course aims at providing students with the ability to model and estimate (simple) structural models using ML. In addition to standard inference methods, the course discusses bootstrap based inference.

The second part of the course treats clustering (clustered standard errors), which plays an important role in applied econometrics. After taking this course, students will be familiar with the different techniques currently available and should be able to appropriately choose among them in applications.

As part of the course, students learn to understand and use Monte Carlo simulations as a useful tool in assessing empirical/econometric methods. Homework assignments and a final project help achieving this learning goal.

Le programme détaillé n'est pas disponible.


Master


  • Analyse et politique économiques – M2/S4
    Suivi et validation – semestriel hebdomadaire = 3 ECTS
    MCC – examen
  • Politiques publiques et développement – M2/S4
    Suivi et validation – semestriel hebdomadaire = 3 ECTS
    MCC – examen

Renseignements


Contacts additionnels
-
Informations pratiques

Mentions APE et PPD, secrétariat pédagogique, 48 bd Jourdan 75014 Paris, tél. : 01 80 52 19 43/44. Pour tout renseignement, veuillez écrire à master-ppd@psemail.eu

https://www.parisschoolofeconomics.eu/fr/formations/masters/ppd-politiques-publiques-et-developpement/etre-etudiant-ppd/

48 Boulevard Jourdan, 75014 Paris

du lundi au mardi de 15h30h à 17h30 et du jeudi au vendredi de 10h à 12h30.

Le syllabus et le planning du cours seront disponibles sur le site Internet :

https://www.parisschoolofeconomics.eu/fr/formations/masters/ppd-politiques-publiques-et-developpement/

Direction de travaux des étudiants
-
Réception des candidats
-
Pré-requis
-