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.


Lecture notes

Problem sets