## FSEG – Master second year – MPE

The databases that will be used during the seminar of **Applied Econometrics with Stata** are available here. The slides for the lectures are available on Moodle. Besides, the final evaluation consists in hand in a report on a comparison of two research articles and to give an oral presentation.

## Tentative syllabus

**Chapter 1. Basic concepts of econometric models**- Features of: economic models, data, variables, parameters and elasticities

- Nature of economic variables
- Econometric models

**Chapter 2. Empirical work**- Data sets
- Data preparation
- Data analysis
- Modelling

**Chapter 3. Introduction to EViews and Stata**- A brief survey of a number of basic procedures

**Chapter 4. Discussion of properties of the following models and estimator**- The Classical regression model
- The Reduced-form model
- The OLS estimator for the parameters

**Chapter 5. Deterministic Assumptions**- Effects of omitting the constant term.
- The determination coefficient R2.
- Testing of restrictions on parameters:
- Student test.
- Fisher test.

**Main references**

- Vogelvang, B. (2005).
*Econometrics: theory and applications with Eviews*. Pearson Education. - Kohler, U., & Kreuter, F. (2012).
*Data analysis using Stata*. Stata press.