Teaching
Econometrics 2
Spring semester 2023-2024
Econometrics 2
Spring semester 2023-2024
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.
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.