Le Grand Syllabus 2017/2018
ability to practically apply what they have learnt to real-life economic issues. It will be evenly split into theoretical concepts and practical applications using the statistical software STATA. Problem sets also will be given to reinforce students' understanding of the subject. Students will be graded based on two take-home problem sets and a ﬁnal group project. Students will need to bring their laptops for this course. Required reading : Introductory Econometrics : A modern approach, fourth edition, by Jeffrey Wooldridge.
Students following the elective "Intro to Econometrics using STATA" by Prof. Pierre-Henri Bono are encouraged to register for this seminar. Required reading : There are many textbooks teaching the theory of probability, statistics and econometrics at all levels. One possible choice that includes a review of probability and statistics and provides a good coverage of econometrics without being overly technical is James H. Stock and Mark W. Watson, Introduction to Econometrics, Pearson, 2007.
INTRODUCTION TO ECONOMETRICS
Semester : Autumn Number of hours : 36 Language of tuition : English
INTRODUCTION TO ECONOMETRICS USING STATA
Semester : Spring Number of hours : 24 Language of tuition : English
Teachers : Oliver CASSAGNEAU-FRANCIS (Doctorant), Jean-Marc ROBIN (Professeur des université - Directeur département d'économie, Sciences Po). Prerequisite : This course requires proﬁciency in basic calculus including the ability to calculate derivatives and integrals. We will do without linear algebra, yet the course is technical. Students with little taste for mathematics should not take this course. Pedagogical Format : Seminar Course validation : Midterm : 50%. Final : 50% Workload : Problem sets will be released to students. Students can work in groups to solve them but each student must hand in their own individual problem set. All assignments should be submitted electronically in PDF form. If you write your assignments in LaTeX (highly recommended), you can just submit the compiled PDF. If, instead, you write your assignments by hand, you will have to scan them into a PDF. Course Description : The course introduces to the statistical methods used to interpret economic data. Speciﬁc topics include elements of probability theory, statistical tests, simple and multivariate regression, instrumental variables, and methods for qualitative variables. Examples complete the theoretical course and teach the practice of econometrics on real data using statistical software (Stata). 350
Teachers : Pierre-Henri BONO (Chercheur). Prerequisite : Being comfortable with a computer. Knowing the basics of statistics. Pedagogical Format : Elective Course validation : The course will be assessed via one homework assignment accounting for 30% each of the ﬁnal grade and a memoir of around twenty pages accounting for 60% of the ﬁnal grade. 10% of the ﬁnal grade is dedicated to class participation. Homework assignment and the memoir could be done by group of 3 students. The memoir is an empirical study in economics area. Course Description : In an increasingly complex world, people who have to make important choices need tools for the decision-making process. Econometrics is one of those tools that facilitate decision making. The purpose of this course is to give students all the insights necessary for interpreting econometrics results. Through the use of econometrics software package STATA, we'll analyze and replicate inﬂuential studies from the economics science. The course will be in front of computer. After sessions handing software, each class will be devoted to replicate economics studies, understanding research protocol and its implementation. Required reading : J. M. Wooldridge ; “Introductory Econometrics : A Modern Approach” ; 5th edition (2013), South-Western.