Study programme 2020-2021 | Français | ||
Econometrics - AAEP | |||
Learning Activity |
Code | Lecturer(s) | Associate Lecturer(s) | Subsitute Lecturer(s) et other(s) | Establishment |
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W-AETR-048 |
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Language of instruction | Language of assessment | HT(*) | HTPE(*) | HTPS(*) | HR(*) | HD(*) | Term |
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Français | Français | 18 | 9 | 0 | 0 | 0 | Q1 |
Organisational online arrangements for the end of Q3 2020-2021 assessments (Covid-19) |
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Description of the modifications to the Q3 2020-2021 assessment procedures (Covid-19) |
The Econometrics exam will consist in a written test. It will be organised face-to-face. It will cover the contents of the theoretical and practical classes, which have been delivered face-to-face and remotely. When a student has to take two exams at the same time, an oral examination could be envisaged. |
Organisational arrangements for the end of Q1 2020-2021 assessments (Covid-19) online or face-to-face (according to assessment schedule)
Description of the modifications to the Q1 2020-2021 online assessment procedures (Covid-19) online or face-to-face (according to assessment schedule)
The Econometrics exam will consist in a written test and will be sat remotely. It will cover the contents of the theoretical and practical classes, which have been delivered face-to-face and remotely.
Content of Learning Activity
- Regression analysis : estimation, quality of fit, model selection criteria, testing hypotheses.
- Problems of multicollinearity, heteroscedasticity and serial correlation : consequences, testing, treating.
- Specification tests, approaches of modeling.
- Estimation with qualitative (binary) independent vairiables, seasonal effects and structural changes.
- Stata econometrical software.
Required Learning Resources/Tools
Not applicable
Recommended Learning Resources/Tools
Not applicable
Other Recommended Reading
Ramanathan, R. (2008), Introductory Econometrics with Applications, Harcourt College Publishers.
Wooldridge, J. (2009), Introductory Econometrics : A Modern Approach, South-Western.
Mode of delivery
Type of Teaching Activity/Activities
Evaluations
The assessment methods of the Learning Activity (AA) are specified in the course description of the corresponding Educational Component (UE)