Courses

Econometrics

Linear Models

Course entitled “Econometrics 1” at ENSAE (Graduate level) taught by Xavier D’Haultfoeuille in 2019 – current course website (in French).

Teaching Assistant in 2019 (Fall) – 18h.

Main themes: Rubin causal model, Ordinary Least Square (identification, estimation, and inference), Instrumental Variable, Panel and repeated cross-section data (Differences in Differences), and Prediction versus Causality.

Nonlinear Models

Course entitled “Econometrics 2” at ENSAE (Graduate level) taught by Xavier D’Haultfoeuille in 2018 and 2019, now taught by Michael Visser – current course website (in French).

Teaching Assistant in 2018 and 2019 (Spring) – 18h.

Main themes: Generalized Method of Moments, Panel data methods (First Difference, Within), Limited dependent variable: binary models (probit, logit), multinomial logit, conditional logit, count models, selection and censorship, and duration models.

Statistics

Statistics (Graduate)

Course entitled “Statistics 1” at ENSAE (Graduate level) taught by Nicolas Chopin in 2017 and 2018, Arnak Dalalyan in 2019 – current course website (in French).

Teaching Assistant in 2017, 2018, and 2019 (Fall) – 18h.

Main themes: Statistical models (identification, parametric/nonparametric), Estimation (Method of Moments, Maximum of Likelihood, Bayes), Confidence intervals, Parametric tests, Adequation tests, Introduction to density estimation (kernel methods, Nadaraya-Watson), and Computational statistics (Newton-Raphson, EM Algorithm, Gibbs-sampling, Bootstrap).

Statistics (Graduate – crash course)

Course entitled “Mathematical Statistics” at ENSAE (Graduate level – crash course for parallel admission students) taught by Guillaume Lecué in 2018 and 2019 – current course website (in French) – link to course material.

Teaching Assistant in 2018 and 2019 (Fall) – 12h.

Main themes: Statistical models, Plug-in approach, Probability basic tools (LLN, CLT, Delta-method), Z- and M-estimation and asymptotic inference, Comparison of estimators (Cramer-Rao bounds), and Parametric tests (Neyman-Pearson).

Statistics (Undergraduate)

Course entitled “Introductory Statistics” at ENSAE (Undergraduate level) taught by Marco Cuturi in 2018, Arnak Dalalyan in 2019, now by Matthieu Lerasle – current course website (in French).

Teaching Assistant in 2018 and 2019 (Spring) – 24h.

Main themes: Statistical models (identification, parametric), Estimation (Method of Moments, Maximum of Likelihood), Confidence intervals, Parametric tests, Adequation tests, and Application in R (tutorials).

Mathematics

Mathematics (Undergraduate – oral examiner in preparatory classes)

Oral examiner for Serge Nicolas in the B/L preparatory class at Lycée Henri IV, Paris.

2h weekly in academic years 2014-2015 and 2015-2016.

Main themes: Real and complex analysis, Linear algebra, and Probability.