Applications of Econometrics

• Objectives:

Discussion of several econometric methods (see the syllabus) and of their applications, notably through the replication of published results. 

The first part of the course is taught by Maëlys de la Rupelle.

• Topics:

  • Instrumental variables (13/02/2024):

    • Slides.

    • In class exercise.

    • Data.

    • Do-file.

    • Papers.

• Non linear models (05/03/2024):

  • Slides.

  • In class exercise.

  • Data.

  • Do-file n°1, do-file n°2.

  • Papers.

• Duration analysis (05/03/2024 & 12/03/2024):

  • Slides.

  • In class exercise.

  • Data n°1, data n°2, data n°3.

  • Do-file n°1, n°2, n°3, n°4.

  • Papers.

• Machine learning (12/03/2024):

  • Slides.

  • In class exercises.

  • Data n°1 and n°2 (exercise n°1), data n°3 (exercise n°2).

  • Do-file n°1, n°2, n°3 and python script n°1.

  • Papers.

• Time series (02/04/2024):

  • Slides.

  • In class exercise.

  • Data.

  • Do-file.

  • Papers.