2023-2024 / ECON2309-1

Applied Econometrics I : Panel Data

Duration

30h Th, 15h Pr

Number of credits

 Master in economics : general (120 ECTS)6 crédits 

Lecturer

Barnabé Walheer

Language(s) of instruction

English language

Organisation and examination

Teaching in the first semester, review in January

Schedule

Schedule online

Units courses prerequisite and corequisite

Prerequisite or corequisite units are presented within each program

Learning unit contents

The course presents a large overview of useful econometric tools when dealing with panel data. Rather than being technical, the course takes a hands-on approach and focuses on the intuition of the approaches used in the literature.

Learning outcomes of the learning unit

In coherence with the following key learning outcomes: 1, 2, 3, 6, 11 and 12


  • Learn to work in a small team to write a research project.
  • Experience all the steps of a research project from the definition of a research question to the search of data or the writing of a report.
  • Devise creative solutions to tackle the issue of identification.
  • Improve oral and written communication for a specialized and general audience.
  • Develop an intellectual curiosity for a topic of choice.
  • Gain further experience in using stata and latex.

Prerequisite knowledge and skills

Mastering basic statistical tools.

Planned learning activities and teaching methods

Interactive lectures are taught in class and exercise sessions in the computer lab.

Mode of delivery (face to face, distance learning, hybrid learning)

Face-to-face lectures and tutorials.
Students are asked to proactively participate during the lectures and tutorials.

Recommended or required readings

Angrist and Pischke (2015), Mastering metrics : The path from cause to effect, Princeton University Press.
 
Cameron and Trivedi (2010), Microeconometrics using Stata, Stata Press. (recommended)
 
Wooldridge (2002), Econometric analysis of cross section and panel data, MIT Press.

Exam(s) in session

Any session

- In-person

written exam ( open-ended questions ) AND oral exam

Written work / report

Continuous assessment

Out-of-session test(s)


Additional information:

Any session :

- In-person

written exam AND oral exam

- Remote

oral exam AND written work

- If evaluation in "hybrid"

preferred in-person


Additional information:

Written exam.

End term paper and class presentations.

Class participation is also important.

Work placement(s)

Organisational remarks and main changes to the course

Contacts

Professor: Barnabe Walheer Office  N3a - 1/11 Email: barnabe.walheer@uliege.be 

Association of one or more MOOCs