Study programme 2021-2022Français
Econometrics
Programme component of Master's in Mathematics à la Faculty of Science

CodeTypeHead of UE Department’s
contact details
Teacher(s)
US-M1-SCMATH-031-MOptional UEVOLRAL MélanieW718 - Economie
  • VOLRAL Mélanie

Language
of instruction
Language
of assessment
HT(*) HTPE(*) HTPS(*) HR(*) HD(*) CreditsWeighting Term
  • Français
Français201000066.001st term

AA CodeTeaching Activity (AA) HT(*) HTPE(*) HTPS(*) HR(*) HD(*) Term Weighting
W-AETR-048Econometrics - AAEP189000Q1
W-AETR-049Econometrics - AAEHP21000Q1

Integrated test : there will be no assessment for each AA but a single assessment for the UE.
Programme component

Objectives of Programme's Learning Outcomes

  • Carry out major projects.
    • Independently carry out a major project related to mathematics or mathematical applications. This entails taking into account the complexity of the project, its objectives and the resources available to carry it out.
    • Present the objectives and results of a project orally and in writing.
  • Apply innovative methods to solve an unprecedented problem in mathematics or within its applications.
    • Mobilise knowledge, and research and analyse various information sources to propose innovative solutions targeted unprecedented issues.
  • Communicate clearly.
    • make a structured and reasoned presentation of the content and principles underlying a piece of work, mobilised skills and the conclusions it leads to.
  • Adapt to different contexts.
    • Have developed a high degree of independence to acquire additional knowledge and new skills to evolve in different contexts.
    • Demonstrate thoroughness, independence, creativity, intellectual honesty, and ethical values.

Learning Outcomes of UE

At the end of the course, students will be able to use econometric techniques in order to analyse relations (models) explaining how variables related to economic or business issues behave. This way, they will test the existence of significant explanatory variables, estimate their impact and forecast variables under interest. The course will also enable them to interpret results and to use them for policy implications in terms of private or public management and of economic policy.

Content of UE

- 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.

Prior Experience

Statistics

Type of Assessment for UE in Q1

  • Oral examination
  • Written examination

Q1 UE Assessment Comments

Evaluation is based on a written examination (100%).
Only in situations where a student has to take two exams at the same time, an oral examination could be envisaged.

Type of Assessment for UE in Q2

  • Oral Examination
  • Written examination

Q2 UE Assessment Comments

Evaluation is based on a written examination (100%). Only in situations where a student has to take two exams at the same time, an oral examination could be envisaged.

Type of Assessment for UE in Q3

  • Oral examination
  • Written examination

Q3 UE Assessment Comments

Evaluation is based on a written examination (100%).
Only in situations where a student has to take two exams at the same time, an oral examination could be envisaged.

Type of Resit Assessment for UE in Q1 (BAB1)

  • N/A

Q1 UE Resit Assessment Comments (BAB1)

Not applicable.

Type of Teaching Activity/Activities

AAType of Teaching Activity/Activities
W-AETR-048
  • Cours magistraux
  • Travaux pratiques
W-AETR-049
  • Cours magistraux
  • Travaux pratiques

Mode of delivery

AAMode of delivery
W-AETR-048
  • Face to face
  • From a distance
W-AETR-049
  • Face to face
  • From a distance

Required Reading

AARequired Reading
W-AETR-048
W-AETR-049Travaux Pratiques - Econométrie : travaux pratiques - Mélanie Volral, Alexandre Waroquier
,Note de cours - Econométrie - Mélanie Volral

Required Learning Resources/Tools

AARequired Learning Resources/Tools
W-AETR-048Not applicable
W-AETR-049Not applicable

Recommended Reading

AARecommended Reading
W-AETR-048Travaux Pratiques - Econométrie : travaux pratiques - Mélanie Volral, Alexandre Waroquier
,Note de cours - Econométrie - Mélanie Volral
W-AETR-049

Recommended Learning Resources/Tools

AARecommended Learning Resources/Tools
W-AETR-048Not applicable
W-AETR-049Not applicable

Other Recommended Reading

AAOther Recommended Reading
W-AETR-048Ramanathan, R. (2008), Introductory Econometrics with Applications, Harcourt College Publishers.
Wooldridge, J. (2009), Introductory Econometrics : A Modern Approach, South-Western.
W-AETR-049Ramanathan, R. (2008), Introductory Econometrics with Applications, Harcourt College Publishers.
Wooldridge, J. (2009), Introductory Econometrics : A Modern Approach, South-Western.
(*) HT : Hours of theory - HTPE : Hours of in-class exercices - HTPS : hours of practical work - HD : HMiscellaneous time - HR : Hours of remedial classes. - Per. (Period), Y=Year, Q1=1st term et Q2=2nd term
Date de dernière mise à jour de la fiche ECTS par l'enseignant : 11/05/2021
Date de dernière génération automatique de la page : 06/05/2022
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