Advanced Linear Econometrics
In this course we introduce the linear regression model and its theoretical foundations. We present and discuss the methods to estimate such models, i-e to define the parameters of interest, estimate them and test their statistical significance, under different sets of assumptions (homoskedasticity or heteroscedasticity, exogeneity or endogeneity), specifications (simple or multiple regression) or types of data (cross-sectional, panel data, time series).
Literature:
- Angrist and Pischke: (2009): Mostly Harmless Econometrics, Princeton University Press.
- Wooldridge (2013): Introductory Econometrics: A Modern Approach, 5th Edition, South-Western College Publishing
- Teaching coordinator: Ahsue Mary-Joyce
- Teaching coordinator: Kamionka Thierry
- Teaching coordinator: Roux Sébastien