KOUT 2055 - Applied Econometrics with Stata - Advanced

KOUT 2055 · Semestre d'automne 2026-2027

Langue d'enseignement
English
Type d'enseignement
Cours séminaire
Nombre d'heures
24
Crédits
4

Informations

Descriptif

The course provides theoretical tools in econometrics and empirical applications on Stata software. The course focuses on cross-sectional data analysis with a primary focus on linear regression, postestimation and interpretations. Binary dependent variable regression analyses are also part of the first part of the course. The second part of the course deals with ways to address estimator biases, including biases to causal interpretation. This part of the course focuses on impact evaluation methods (Randomized control trial, instrumental variables, difference in differences) and an introduction to panel data analysis. Each class should be divided in two unequal times, the theoretical part and the empirical application using data (from open access portals or from recently published economic papers). Both cross-sectional and panel data are used.

COURSE REQUIREMENT

  • Run linear and non-linear regressions on Stata.
  • Discuss the reliability of the results.
  • Apply different estimation methods to different available database.
  • Draft a research project.

Professionnal Skills

Reproduce applied research, interpret and present results to different audiences.

Pré-requis

Undergraduate level in calculus and in probability and statistics.

Basic knowledge of Stata software.

Format pédagogique

Q&A once a week, with correction of previous problem set-up. Research group brief discussions are also possible.

Mode de validation

The course requires a solid understanding of the theory of ordinary least squares regressions. Two individual take-home assignments will count for 30% of the grade. Students are also required to carry out a small research project in groups for which oral presentation (20% of the grade) and drafted article (50%) will be evaluated. Students' participation/implication will be taken into account for the final grade.

Charge de travail

  • In Class Presence: 2 hours a week / 24 hours a semester
  • Online learning activities: 1 hours a week / 24 hours a semester
  • Reading and Preparation for Class: 2 hours a week
  • Research and Preparation for Group Work: 25 hours a week
  • Research and Writing for Individual Assessments: 2 hours a week

Lectures

Lectures principales 1

  1. 1. Wooldridge, Jeffrey M. Introductory Econometrics: A Modern Approach. CENGAGE Learning Custom Publishing. 2013 (Fifth Edition).

Lectures secondaires 2

  1. 2. Angrist, Joshua D., and Jörn-Steffen Pischke. Mostly harmless econometrics: An empiricist's companion. Princeton University Press, 2008.

  2. 3. Baum, C.F. An Introduction to Modern Econometrics Using Stata. Stata Press. 2006.

Unités pédagogiques

N° d'UPType d'UP Unités pédagogiquesEnseignants Nombre d'heuresCrédits
14503Cours séminaire Applied Econometrics with Stata - Advanced Aviman SATPATHY244
14949Tutorial Adv Appl. Econometrics - Tuto Aviman SATPATHY160

Enseignants

  • Aviman SATPATHY

Dans les maquettes

Contacts et ressources

Contact pédagogique
ZANIRATO Tiziana