Econometrics 1
MSc Advanced Economics 2024-2025 - ENS Lyon
This website gathers all the materials and information for the course Econometrics 1 (ECO-4104) of the MSc Advanced Economics (2024-2025) at the ENS Lyon.
This course aims to introduce regression methods for economic research and general methods to test hypotheses. It shall provide fundamental tools to quantitatively explore relevant social science questions.
Intuition is central to this class. A typical lecture first discusses the main intuition related to the topics of the day through a set of concrete examples and realistic simulations. Most sessions also involve hands-on R exercises and data analyses to allow grasping the main challenges associated with the topic of interest. After this description of the goals, the motivation, and the intuition behind the aspects explored in the lecture, it turns to a comprehensive theorizing and mathematical formalization.
This course will make an extensive use of R and RStudio. Please install it before class. You can find instructions for installation here.