Topics in Econometrics

MSc Advanced Economics - ENS Lyon

This website gathers all the materials and information for the course Topics in Econometrics (ECO5106) of the MSc Advanced Economics at the ENS Lyon.

Simulations = repetition, reptetion. Photo by Nick Fewings on Unsplash.com

This course aims to explore some of the practical issues and challenges routinely faced when implementing an applied econometrics analysis. It ambitions to help us be aware of these challenges and to provide us with tools to spot others by ourselves.

This course aims to give us a deeper understanding of:

How regression works “under the hood”
Causal identification strategies and their assumptions
How design, modeling, and analysis choices shape empirical results
Common pitfalls and challenges in empirical work
How to use simulations to explore estimator behavior and diagnose potential problems specific to your own cases
Existing references and where to find additional information on a specific topic