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Microeconometrics

  • Enseignant(s): J.Maurer
  • Titre en français: Microéconométrie
  • Cours donné en: anglais
  • Crédits ECTS: 6 crédits
  • Horaire: Semestre de printemps 2013-2014, 4.0h. de cours (moyenne hebdomadaire)
  •  séances
  • Formation concernée: Maîtrise universitaire ès Sciences en économie politique

Objectifs

This course introduces students to commonly used methods for analyzing specific types of micro data with a main focus on limited dependent variable models. The covered methods are first discussed during the lectures and then applied to actual data during laboratory exercises. In addition, students are asked to use selected methods taught during the course for a small individual research project (paper of less than 1500 words). By the end of the course, the students should be able to: (a) Formulate empirical problems involving micro data; (b) select appropriate econometric methods; (c) understand methods of estimation and be able to implement them using appropriate software; (d) interpret the results of the analysis.

Contenus

The main topics covered during the course are: 

  1. Maximum likelihood refresher
  2. Binary response models
  3. Multinomial response models
  4. Censoring, truncation and sample selection
  5. Count data models (time permitting)

Sessions will be split between lectures and practical exercises, including laboratory work. The software package used for the laboratoy work is STATA.

 

Références

The main material for the course will be given in class.

A good reference for the covered material is:

Wooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data. MIT Press.

In addition, the following textbooks may serve as useful general references:

Amemiya T. (1985). Advanced Econometrics. Harvard University Press.

Cameron, C. A. and  Trivedi, P. K. (2005). Microeconometrics. Methods and Applications. Cambridge University Press.

Cameron, C. A. and  Trivedi, P. K. (2010). Microeconometrics Using Stata. STATA Press.

Greene, W.H. (2007). Econometric analysis. Prentice Hall.

Maddala, G. S. (1983). Limited-dependent and Qualitative Variables in Econometrics. Cambridge University Press.

 

 

Pré-requis

Solid background in basic econometrics. Familiarity with the software package STATA.

Evaluation


 

1ère tentative


 
Examen:
Ecrit 2h00 heures
Documentation:
Non autorisée
Calculatrice:
Non autorisée
Evaluation:

The final grade is the weighed average of the exam result (45%), the grade of an short individual research paper (45%) and an evaluation of a presentation of the paper in class (10%).         


 

Rattrapage


 
Examen:
Ecrit 2h00 heures
Documentation:
Non autorisée
Calculatrice:
Non autorisée
Evaluation:

The final grade is the weighed average of the result of the re-take exam (60%) and the grade of an short individual research paper (40%).



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