Econometrics
Mageval
University of Bordeaux 2024-2025
Table of contents
1.Multivariate linear regression model with OLS : basic notions
2.Multivariate linear regression model with OLS 2/2: main issues
Assumptions; Gauss-Markov theorem; Partialling-out interpretation
Endogeneity: the omitted variable probem; Instrumental variables; testing endogeneity; testing overidentification restrictions
Proxy variable as solution to the omitted variable problem
Measurement error in dependent variable
Heteroskedasticity
Schedule and lecture notes
1 / Thursday, 23-01-2025
13h15 – 14h45 [lecture note]
2 / Friday, 24-01-2025
09h45 - 11h30 [lecture note]
3 / Monday, 27-01-2025
09h30 - 11h00 [lecture note]
4 / Tuesday, 28-01-2025
08h00 - 09h30 [lecture note]
5 / Tuesday, 28-01-2025
16h45 - 18h15 [lecture note]
6 / Monday, 03-02-2025
16h45 - 18h15 [lecture note]
7 / Monday, 10-02-2025
16h45 - 18h15 [lecture note]
8 / Thursday, 13-02-2025
08h30 – 10h00 [lecture note]
9 / Thursday, 20-02-2025 (EXAM)
08h00 – 09h00
Slides [pdf (update: 27/01/2025)]
Exam (2022-2023) (pdf)