This course is designed to introduce students to the fundamental principles and techniques of econometric analysis. Econometrics is the application of statistical methods to economic data in order to analyze and test economic theories and relationships. This course will provide students with the necessary tools to understand, estimate, and interpret econometric models. Topics covered include linear regression, maximum likelihood estimation, method of moments, hypothesis testing, and bootstrap. Given time, we will also explore theories of causal inference. The course will also include hands-on experience with statistical software (R) to analyze real-world economic data.
- Enseignant: Nicolas Debarsy
- Enseignant: Jiaming Mao