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BECO 1505A - Introduction to Econometrics

Type d'enseignement : Seminar

Semester : Autumn 2017-2018

Number of hours : 48

Language of tuition : English


This course requires proficiency in basic calculus including the ability to calculate derivatives and integrals. We will do without linear algebra, yet the course is technical. Students with little taste for mathematics should not take this course.

Course Description

The course introduces to the statistical methods used to interpret economic data. Specific topics include elements of probability theory, statistical tests, simple and multivariate regression, instrumental variables, and methods for qualitative variables. Examples complete the theoretical course and teach the practice of econometrics on real data using statistical software (Stata). Students following the elective "Intro to Econometrics using STATA" by Prof. Pierre-Henri Bono are encouraged to register for this seminar.


  • CASSAGNEAU-FRANCIS, Oliver (Doctorant)
  • ROBIN, Jean-Marc (Professeur des université à IEP de Paris - Directeur département d'économie)

Course validation

Midterm : 50%. Final : 50%


Problem sets will be released to students. Students can work in groups to solve them but each student must hand in their own individual problem set. All assignments should be submitted electronically in PDF form. If you write your assignments in LaTeX (highly recommended), you can just submit the compiled PDF. If, instead, you write your assignments by hand, you will have to scan them into a PDF.

Required reading

There are many textbooks teaching the theory of probability, statistics and econometrics at all levels. One possible choice that includes a review of probability and statistics and provides a good coverage of econometrics without being overly technical is James H. Stock and Mark W. Watson, Introduction to Econometrics, Pearson, 2007