The course proposes an up-to-date presentation of methods to model, analyze and test continuous, discrete and partially observed (censored or truncated) cross section and panel data models. It will consist of three parts. First, a presentation of recent methods in causal inference (instrumental variables, difference-in-differences, regression discontinuity designs, etc.). Second, panel data models, both static and dynamic will be considered. Third, the course includes an introduction to non linear models (Probit, Logit) and the treatment of censored and truncated sample and sample selection problems. If time permits, some variable open topics such as multinomial and ordered response models, semi-parametric approaches to static models and non-stationary panels can be included in the course according. Econometric modelling and statistical inference are presented at an advanced level. The course also includes an introduction to an econometric software (such as Stata®), which is used to illustrate all methods through applications.
- Enseignant: Parienté William