TrainingsDE 2ème/3ème cycleDESU Magistère Ingénieur EconomisteCoursesDatabases and softwares

DESU Magistère Ingénieur EconomisteUE Databases and softwares

Content

The primary aim of this course is to introduce students to data manipulation and to econometric models estimation using the Stata software.

Course overview :

After an introduction to Stata, empirical examples will be provided to illustrate the following econometric techniques :

- Linear regression models

- Instrumental Variable estimator

- Limited dependent variable models

- Panel data models

- Introduction to Time Series Models (using the PcGive module in Oxmetrics, if time permits)

Professional skills

Courses will mainly consist of computer exercises with the objective to acquire basic skills in using Stata and learn how to interpret the estimates.

Language used

Main language used by this course: Anglais.

Bibliography

The main textbook for this course is « Introductory Econometrics : A Modern Approach », 5th edition, by Jeffrey M. Wooldridge.

Recommended prerequisites

Introductory econometrics (linear regression models, maximum likelihood estimation, statistical tests) and basic computer skills.

Structure and organisation

Six classes of 4 hours in computer room.

Final exam of two hours duration will consist in computer exercises.

THE TRAININGS WHICH USE THIS COURSE