 | Study programme 2018-2019 | Français | |
 | Econometrics | ||
Activité d'apprentissage à la Warocqué School of Business and Economics |
| Code | Lecturer(s) | Associate Lecturer(s) | Subsitute Lecturer(s) et other(s) |
|---|---|---|---|
| W-AETR-016 |
|
| Language of instruction | Language of assessment | HT(*) | HTPE(*) | HTPS(*) | HR(*) | HD(*) | Term |
|---|---|---|---|---|---|---|---|
| Français | Français | 28 | 12 | 0 | 0 | 0 | Q2 |
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 - Choosing functional forms : logarithms, polynomial, dynamic, logit, interaction terms - Specification tests, approaches of modeling - Estimation with qualitative (binary) independent vairiables, seasonal effects and structural changes - Stata econometrical software
Required Reading
Note de cours - Econométrie - Mélanie Volral
Notes d'exercices - Econométrie - Travaux pratiques - B. Mahy
Required Learning Resources/Tools
Not applicable
Recommended Reading
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
- Face to face
Type of Teaching Activity/Activities
- Cours magistraux
- Travaux pratiques
Evaluations
The assessment methods of the Learning Activity (AA) are specified in the course description of the corresponding Educational Component (UE)