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  • Teacher(s):  
  • Course given in: English
  • ECTS Credits:
  • Schedule: Autumn Semester 2019-2020, 4.0h. course + 1.0h exercices (weekly average)
  •  sessions
  • site web du cours course website
  • Related programmes:
    Master of Science (MSc) in Economics

    Master of Law (MLaw) in Law and Economics



This course discusses econometric methods used frequently in empirical
work in economics and management. The course also discusses how to apply these methods in actual data. Participants learn to apply econometrics and document their skills by solving empirical and theoretical exercises.


The course has lecture and laboratory sessions.

The lecture discusses traditional topics in applied econometric analysis of single equation models such as review of key concepts, linear regression, instrumental variables, panel data analysis and policy evaluation.

The laboratory sessions will introduce you to coding in Stata, one of the most frequently used software package. You will then apply these coding skills to problem sets where you will study data to answer real life questions.


The course is based on notes I have compiled over the years. A good reference textbook for the material coverd in the lectures is:

Jeffrey M. Wooldridge, 2010, "Econometric Analysis of Cross Section and Panel Data", MIT Press, Second Edition.

which can be bought or rented here:

Other textbooks that may be useful are:

  • Cameron, Colin A. and Pravin K. Trivedi. 2005. Microeconometrics. Methods and Applications. Cambridge University Press.

  • Angrist, Joshua D. and Jorn-Steffen Pischke. 2009. Mostly Harmless Econometrics. Princeton University Press.

  • Arellano, Manuel. 2003. Panel Data Econometrics, Oxford University Press.

Additional readings will be referenced during the lectures.


Introductory econometrics and statistics.


First attempt

Written 2h00 hours
Not allowed
Allowed with restrictions

You are evaluated on two types of activities:

  1. Problem sets. Three sets of problems will be distributed during the course. You will have to solve them in randomly formed groups of 2-3 students and hand them in after one week. All problem sets will be self-marked. The average grade in the three problem sets will count 30% towards your final grade, but only if the resulting grade is higher than the grade in the final exam (see the grading policy). Students not wanting to participate in the problem set should notify their decision to the TA by the second week of the term.

  2. Final exam. The final exam lasts 2 hours and counts 70% or 100% of your final grade (see the grading policy).

Grading policy

Your final grade will be computed according to the following formula:

final mark = max{[0.7 F + 0.3 P] , F}

where F is your grade in the final exam and P is your average grade in the problem sets. Hence, your performance in the problem sets can only improve your final mark. The above formula is only used if you hand in all required problem sets. In all other instances your final grade is simply your grade in the final exam.

4 function calculator according to HEC directive


Written 2h00 hours
Not allowed
Allowed with restrictions

Only the written exam can be retaken. The grades of the problem sets remain valid for the retake session but are disregarded if you retake the course the following year.

4 function calculator according to HEC directive

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