Teaching
Econometrics 2
Spring semester 2023-2024
Course overview
The course follows up on the course taught in the first semester on probability and statistics. It introduces econometric techniques used in empirical economics with survey data.
Reading material
Lectures principales / Main readings
Jeffrey M. Wooldridge, Econometric Analysis of Cross Section and Panel Data
Wooldridge, Jeffrey M. Econometric analysis of cross section and panel data: 2. ed. 2e éd. Cambridge, Mass. u.a : The MIT Pr. 2010. vol.1.
Wooldridge Jeffrey M. Econometric analysis of cross section and panel data. 2nd edition. Cambridge (Mass.) London : MIT Press. 2010.
Lectures secondaires / Secondary readings
William H. Greene, Econometric Analysis Prentice Hall
Greene William H. Econometric analysis. Eighth edition. New York : Pearson. 2018
Russell Davidson and James G. MacKinnon, Estimation and Inference in Econometrics
Davidson Russell. Estimation and inference in econometrics. New York Oxford : Oxford university press. 1993.