KECD 2235 - ECONOMETRICS 2 : Estimation and inference

The course follows up on the course taught in the first semester on probability and statistics. It introduces econometric techniques used in empirical economics with survey data. This means that it does not cover time series, which are taught in a separate course. Slides, datasets and STATA codes can be found at the address: https://sites.google.com/site/jmarcrobin/teaching/m1-epp----introduction-to-econometrics.
Moshe BUCHINSKY,Nikiforos ZAMPETAKIS
Cours magistral et conférences
English
Students should have a robust knowledge of probability and statistical theory, including maximum likelihood.
Spring 2024-2025
William H. Greene, Econometric Analysis Prentice Hall
Russell Davidson and James G. MacKinnon, Estimation and Inference in Econometrics