New 27/12/2016: Schedule for the exam (9th January):
09:00 Vincent
09:30 Charles
10:00 Johana
11:00 Antoine
11:30 Giulio
12:00 Julien
12:30 Silvia
14:00 Mateo
14:30 Friederike
15:00 Chloé
16:00 Camille
16:30 Louis
News 25/10: Lecture of 26/10 CANCELED
This is a graduate course on the foundations of econometrics. The purpose is to study the most important concepts, paradigms and methods in econometrics. They will help you to do applied research and they will give you the basis for the other econometric courses of the master.
All lectures are taught in English. The slides for the lectures will be available before the lectures and can be found be following this link. For the documents for the practical sessions, that are on MATLAB, click here.
You will get weekly problem sets that cover the material seen during the theory and pratical lectures of the week and need to be handed in the week after. For the problems sets click here. The deadlines are printed in the problem sets. Please keep a copy of your solutions. Although you are encouraged to work in groups, exercises must be handed in individually and manuscript (i.e. not typed in a text processor).
The problem sets are of major importance as they will constitute your exam in January. Indeed the exam will be an oral exam about the problem sets. Your final grade will be composed of 75% of theory and 25% of MATLAB. Problem sets handed in after the deadline will results in losing points on your final grade, -0.25 points per day of delay. Theory and MATLAB delays will be counted separately.
Schedule and course structure
All the theory lectures happen in the classroom S.R42.4.103, in the R42 building (Avenue Roosevelt 42). They are on Wednesdays from 08:00 to 10:00.
All the pratical lectures happen in the classroom S.R42.4.108, in the R42 building. They are on Thursdays from 10:00 to 12:00. The teaching assistant will be Marco Geraci (m.v.geraci@gmail.com).
The structure of the course is the following:
References
1. Statistics and Econometric Models vol. 1 & 2, C. Gourieroux and A. Monfort.
2. Estimation and Inference in Econometrics, by R. Davidson and J.G. MacKinnon.
3. Introduction to Econometrics, by G.S. Maddala.
4. A Guide to Modern Econometrics, by M. Verbeek.
5. Introductory Econometrics: A Modern Approach, by J.M. Wooldridge.