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.
This course aims to explore some of the practical issues and challenges routinely faced when implementing an applied econometrics analysis. It ambitions to help you be aware of these challenges and to provide you with tools to spot others by yourself.
This course aims to give you a deeper understanding of:
- How regression works “under the hood”
- Common pitfalls and challenges in empirical work
- Advanced causal identification strategies and their assumptions
- How design, modeling, and analysis choices shape empirical results
- Using simulations to explore estimator behavior and diagnose potential problems.
This course will make an extensive use of R and RStudio. Please install it before class. You can find instructions for installation here.
You are also expected to have a previous knowledge of R and of the Tidyverse. If you do not, the book R for Data Science is definitely the best resource to learn R and the tidyverse by yourself. Read it from cover to cover, running all the code in the book yourself; by the time you finish the book, you will know R!