RS I: Econometrics Workshop

Teacher(s)

San Martin Gutiérrez Ernesto;

Language

English

Prerequisites

 Solid knowledge of econometrics at the theoretical and practical level. The course Advanced Econometrics I of the Research Master corresponds to the prerequisite.

Main themes

The themes are taken in time series econometrics, financial econometrics and microeconometrics.
There is a mix of theoretical and applied econometrics.

Learning outcomes

At the end of this learning unit, the student is able to :
1	The seminar aims at acquainting students with the current topics at the frontier of research in econometrics.

Content

Identification problems due to different missing data patterns; identification problems due to contaminated or measured with error data; identification problems in political sciences, particularly presidential election; identification problems due to extrapolation of randomized control trials; identification problems due to evaluation of public policies.

Teaching methods

Each lecture will focus on a specific empirical research problem: the anatomy of the identification problem will be made explicit and its solution using partial identification tools will be discussed.

Evaluation methods

The evaluation will consist of analyzing a real database using one of the proposals discussed in the seminar; students are expected to generate a draft paper; the main conclusions will be discussed with each student in person during the June exam session.

Bibliography

A syllabus will be provided at the beginning of the course.

Faculty or entity

ECON