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Teaching 2009/2010


Introduction to Econometrics

Level Licence 3 (french version)



TD1: Background and econometrics models
TD2: Simple linear model
TD3: Simple linear model - examples
TD4: ANalysis Of VAriance and qualitativ Variables
TD5: Tests
TD6: ANOVA
TD7: Heteroscedasticity
TD8: Time Series: Statistical Models and Finite Distributed Lags
TD9: Introduction to instrumental variables
TD10: Examples of time series with trend
TD11: Auto-regression


Introduction to Statistics

ENSAE second year


Here is a little bibliography (in french) for several usefull statistical books bibilo_stat.pdf.
You can find the Master course written by A. Tsybakov (french version) "Applied Statistics".


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