![]() | Study programme 2025-2026 | Français | |
| Advanced Econometrics - AAEHP | |||
Learning Activity |
| Code | Lecturer(s) | Associate Lecturer(s) | Subsitute Lecturer(s) et other(s) | Establishment |
|---|---|---|---|---|
| W-AETR-081 |
|
|
| Language of instruction | Language of assessment | HT(*) | HTPE(*) | HTPS(*) | HR(*) | HD(*) | Term |
|---|---|---|---|---|---|---|---|
| Anglais | Anglais | 0 | 9 | 0 | 0 | 0 | Q2 |
Content of Learning Activity
The purpose of this course is to present advanced tools for data analysis and econometrics, with a focus on the identification of causal effects and policy evaluation. An introduction to time-series econometrics and Machine Learning is also provided.
Students are required to carry out a project using Stata, in which the methods that are covered throughout the course have to be applied to a real-world dataset.
Required Learning Resources/Tools
The course is based on:
- Introduction to econometrics, James Stock, Mark Watson
- Mostly harmless econometrics, Joshua Angrist, Jorn-Steffen Pischke
- Data Analysis for Business, Economics, and Policy', Gabor Békés, Gébor Kézdi
Other Recommended Reading
Not applicable
Mode of delivery
Type of Teaching Activity/Activities
Evaluations
The assessment methods of the Learning Activity (AA) are specified in the course description of the corresponding Educational Component (UE)
Location of learning activity
Location of assessment