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KAFP 3345 - Econometrics

Type d'enseignement : Lecture alone

Semester : Autumn 2017-2018

Number of hours : 24

Language of tuition : English


Students are expected to have completed the first year course on econometrics/quantitative methods. They should be familiar with linear regression topics, including concepts such as OLS, standard errors, hypothesis testing.

Course Description

This course introduces an econometric toolbox of public policy evaluation, with focus on empirical applications to non-macroeconomic policies. It will discuss concepts of causation, identification, and different average and marginal treatment effects. It will cover major identification strategies in both methodological and applied settings, including randomized trials, natural experiments, regression discontinuity design, matching, instrumental variables, fixed effects, etc. with their strengths and weaknesses. It is expected to help students improve their creative and critical thinkings regarding empirical evaluation questions.


DO, Quoc-Anh (Chercheur, associate professor - Sciences Po)

Pedagogical format

The course materials will be delivered in lecture slides. Some review sessions will be organized with the help of teaching assistants.

Course validation

50% mid term exam, 50% final exam.

Required reading

  • Angrist, J. D. and Pischke, J.-S. Mostly Harmless Econometrics: An Empiricist's Companion, 2009, Princeton University Press
  • Wooldridge, J. Econometric Analysis of Cross Section and Panel Data, 2010, second edition, MIT Press
  • Angrist, J. and Krueger, A. Handbook of Labor Economics. Vol 3A, 1999, chapter 23
  • Heckman, J. and Vytlacil, E. Handbook of Econometrics, Vol 6B, 2007, chapters 70-71
  • Glennerster, Rachel and Kudzai Takavarasha, Running Randomized Evaluations: A Practical Guide, 2013, Princeton University Press

Additional required reading

Imbens, Guido M. and Je_rey M. Wooldridge, "Recent Developments in the Econometrics of Program Evaluation," Journal of Economic Literature, 2009, Vol. 47, No. 1, pp. 5-86