Econometrics: methods and applications.

Summary This handbook provides a comprehensive and in-depth presentation of the most widely used econometric techniques in practice, ranging from the linear model and its extensions to nonlinear techniques for handling discrete and censored data. This second edition, entirely revised, corrected and updated, offers a complete and in-depth presentation of the econometric techniques most commonly used in practice, ranging from the linear model and its extensions to nonlinear techniques for processing discrete and censored data. An appendix provides all the necessary reminders of linear algebra and statistics. Particular attention is also devoted to tools for the evaluation of public policies: randomized evaluations, difference estimators, score methods. The techniques presented are systematically illustrated by examples based on real data or the presentation of research work devoted to the evaluation of public policies (labor economics, industrial economics, etc.). This book places identification problems at the center of the econometric approach. The presentation emphasizes the link between theoretical modeling, econometric specification and the nature of the data. The book is intended for undergraduate and graduate students in economics, management or business school, but also for professionals wishing to deepen their knowledge of the techniques used in the use of econometrics for evaluation purposes.