Application of Econometrics II

This course is joint with Maëlys de La Rupelle (see https://sites.google.com/site/delarupellemaelys/cours/applications-of-econometrics)

The Syllabus can be found here

BLOCK II : NON LINEAR MODEL

  • SESSION 01 : Introduction to non linear models - slides

Problem Set : PS6 - data (due for session 02)


  • SESSION 02: Big Data and Machine learning I - codes - slides

Problem Set : PS7 -data (due for session 04)


  • SESSION 03 :Q & A For the RESEARCH PROJECT


  • SESSION 04: Big Data and Machine Learning II - Slides - codes

  • This session will take place the 10/03/2022


BLOCK 3: TIME SERIES ANALYSIS

  • SESSION 05: INTRODUCTION TO TIME SERIES

  • This session will take place the 11/03/2022