We continue with our practical approach to learning Econometrics and R where we left it in the introductory part “Introduction to Econometrics with R”. We will learn about an important method to establish casual relationships in non-experimental data, called “Instrumental Variables”. We will learn about panel data, that is, data which tracks individuals over time. We will look at situations when our outcome data is discrete in nature, like “subject i chose option A (and not B)”. And we will look at a range of simple machine learning methods which are helpful for classification and prediction tasks.
Baptiste HAON
Atelier
English
You must have taken the course Introduction to Econometrics with R (https://scpoecon.github.io/ScPoEconometrics/) taught by the Department of Economics at Sciences Po. Alternatively, if you are an exchange student, you need to have taken a course that covers the same syllabus. You will have to make sure that you are familiar with R knowledge we accumulate in that course as well.
Spring 2024-2025
There will be a moodle quiz roughly every 2 weeks. All quizzes count for 40% of your grade.
There will be two take home exams. Together they count for 60% of your grade.