Master 2 indifférencié Evaluation et gestion de projets - Econometrics of Qualitative Variables and Panel Data

This course focuses on two distinct sub-fields of econometrics, which partially overlap: (i) the estimation of econometric models with qualitative response variables (i.e. nonlinear models) on the one hand and (ii) the estimation of (linear and nonlinear) econometric models on panel data. While these topics may appear as rather technical at first glance, we will address them from a practionner's perspective, giving students the required knowledge to handle these powerful tools effectively in pratical professional situations. The course will encompass some theoretical discussions, readings of seminal applied research articles and the treatment of numerous practical examples using various software (with an emphasis on R).

The course will be taught in English, but, for 2025-2026, the supporting material will be provided both in French and English.