Econometrics

This course provides students with the basic econometric tools to analyze practical cases. It is an applied course preparing students to both conduct their own empirical research projects and assess empirical research papers. Each of the tools discussed will be tested using real-world data and current geo/socio-political scenarios.

Students will learn how to choose the adequate statistical method, discuss its identifying assumptions, interpret its results and translate them into economically meaningful answers. While the course will not delve into complex mathematical techniques, simple models will have to be established and applied with a high degree of scientific rigor. There is no programming in this course as priority will be given to the students’ work on the applied case studies.

The goal of the course is to equip students with the tools, intuition, original ideas, and motivation to critically assess quantitative and qualitative economic research, as well as develop their own research design.

On a more specific level, the course is dedicated to studying various forms of linear and non-linear regression, multivariate analysis, time-series and panel data econometrics using classic research papers and textbooks.