UE 3 - Advanced Econometrics III

  • Cours (CM) 40h
  • Cours intégrés (CI) -
  • Travaux dirigés (TD) -
  • Travaux pratiques (TP) -
  • Travail étudiant (TE) 80h

Langue de l'enseignement : Anglais

Description du contenu de l'enseignement

This unit of teaching comprises of two parts:
  1. Advanced Econometric Theory III
This part covers advanced econometric methods that are not covered in the M1. It is a core method course of the M2 and significantly enhances the method portfolio of the students.
  • Resampling Methods (Bootstrap, wild bootstrap, block bootstrap, bias corrections, subsampling)
  • Quasi Maximum Likelihood
  • Simulation Based Methods (simulated ML and Moment estimation, Indirect Inference)
  • Bayesian Methods
  • EM Algorithm
  • Measurement Error and Missing Data Problems
  1. Econometric Evaluation of Public Policies
This part covers important methods for treatment evaluation. It introduces the concept of counterfactual outcomes, treatment effects and self-selection and presents various approaches for the identification and estimation of the treatment effects:
  • (Double-)Difference in Differences
  • Regression Discontinuity (Sharp&Fuzzy)
  • Propensity score weighting
  • Inverse Probability weighting
  • Matching methods
  • IV methods (Local average treatment effects)
  • Synthetic control groups

Compétences à acquérir

On completing the course a student will be able to:
  • Choose econometric model specifications which are suitable, both to the data and to the economic models;
  • Understand estimation and inference methods which are appropriate for different econometric problems;
  • Estimate the model and be able to interpret the estimation results, using appropriate software (part 2).
  • Gather practical work experience with a statistical package as preparation of an empirical master dissertation (part 2).
  • Conduct independent empirical work and present the results to an audience (part 2).

Contact

Faculté des sciences économiques et de gestion (FSEG)

61, avenue de la Forêt Noire
67085 STRASBOURG CEDEX
0368852178

Formulaire de contact

Responsable

Bertrand Koebel

MASTER - Analyse et politique économique