Descriptif
The course is a relatively standard course in micro-econometrics. After reviewing maximum likelihood methods, we cover the foundation of binary and multinomial discrete choices. A large share of the course is devoted to the study of treatment effects. The objective of the course is to introduce students to some of the most fundamental micro econometric techniques used in economics. The course will emphasize both modeling and applications. No mandatory textbook but students can consult: Microeconometrics: Methods and applications by C. Cameron and P. Trivedi, Cambridge University Press. Econometric Analysis of Cross Section and Panel Data by J. Wooldridge, the MIT PressObjectifs pédagogiques
At the end of the course, the student should have accumulated a sufficiently large technical background to understand a large share of the micro-econometric literature. With this background, students should be equipped to perform most forms of quantave policy evaluaon exercises as well as to study more advanced econometric techniques.
40.5 heures en présentiel
