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Econometrics

  • Enseignant(s): M.Pellizzari (AR)
  • Titre en français: Econométrie
  • Cours donné en: anglais
  • Crédits ECTS: 7.5 crédits
  • Horaire: Semestre d'automne 2018-2019, 4.0h. de cours + 1.0h. d'exercices (moyenne hebdomadaire)
  •  séances
  • site web du cours site web du cours
  • Formations concernées:
    Maîtrise universitaire ès Sciences en économie politique

    Maîtrise universitaire en Droit et économie

 

Objectifs

This course discusses econometric methods used frequently in empirical
work in economics and management. The course also discusses how to apply these methods in actual data. Participants learn to apply econometrics and document their skills by solving empirical and theoretical exercises.

Contenus

The course has lecture and laboratory sessions.

The lecture discusses traditional topics in applied econometric analysis of single equation models such as review of key concepts, linear regression, instrumental variables, panel data analysis and policy evaluation.

The laboratory sessions will introduce you to coding in Stata, one of the most frequently used software package. You will then apply these coding skills to problem sets where you will study data to answer real life questions.

Références

The course is based on notes I have compiled over the years. A good reference textbook for the material coverd in the lectures is:

Jeffrey M. Wooldridge, 2010, "Econometric Analysis of Cross Section and Panel Data", MIT Press, Second Edition.

which can be bought or rented here:
https://mitpress.mit.edu/books/econometric-analysis-cross-section-and-panel-data-second-edition

Other textbooks that may be useful are:

  • Cameron, Colin A. and Pravin K. Trivedi. 2005. Microeconometrics. Methods and Applications. Cambridge University Press.

  • Angrist, Joshua D. and Jorn-Steffen Pischke. 2009. Mostly Harmless Econometrics. Princeton University Press.

  • Arellano, Manuel. 2003. Panel Data Econometrics, Oxford University Press.

Additional readings will be referenced during the lectures.

Pré-requis

Introductory econometrics and statistics.

Evaluation

1ère tentative

Examen:
Ecrit 2h00 heures
Documentation:
Non autorisée
Calculatrice:
Autorisée avec restrictions
Evaluation:

[ 4 function calculator according to HEC directive ]

[ 4 function calculator according to HEC directive ]

Rattrapage

Examen:
Ecrit 2h00 heures
Documentation:
Non autorisée
Calculatrice:
Autorisée avec restrictions
Evaluation:

[ 4 function calculator according to HEC directive ]



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