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Libres Savoirs >> Economie
Responsable :

Christian Belzil
  

Equipe Pédagogique :
Julie Pernaudet

Niveau : Graduate

Langue du cours : Anglais

Période : Printemps

Nombre d'heures : 36

Crédits ECTS : 4
ECO562 Econometrics and Public Policy Evaluation
Ressources Pédagogiques :


The objective of the course is to introduce students to some of the most fundamental micro-econometric techniques. Although most of the models/ techniques covered in class have been developped independently from the Evaluation literature, they may all be used in conjunction with an objective to evaluate some public policies. The course will emphasize both theory (modeling), and applications. At the end of the course, the student should have accumulated a sufficiently large technical background in order to understand the most part of the micro-econometric policy evaluation literature. However, more structural approaches (based on explicit utility maximization) will not be covered in class, because of time constraints.
In practice, there will be 7 sections discussed in class.

The following topics will be covered :
Introduction to Estimation: The Method of Maximum Likelihood
Binary and Multinomial Discrete Choice Models
Censored/Truncated Regressions, and Sample Selection Models
Linear Panel Data Models
Treatment Effect Models
Static and Dynamic Discrete Choice Panel Data Models
Duration Data Analysis

References:
- Wooldridge, Econometric Analysis of Cross Section and Panel Data, MIT Press, Cambridge, MA., 2002.
- Greene, Econometric Analysis, Prentice Hall, 6th Ed., Pearson-Prentice Hall., 2008.
- Cameron, Trivedi, Mircroeconometrics : Methods and Applications, Cambridge University Press, New York, 2005.

Course taught in English

Dernière mise à jour : mardi 11 mars 2014

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