 | Study programme 2019-2020 | Français | |
| Econometrics | |||
Learning Activity |
| Code | Lecturer(s) | Associate Lecturer(s) | Subsitute Lecturer(s) et other(s) | Establishment |
|---|---|---|---|---|
| W-AETR-001 |
|
|
| Language of instruction | Language of assessment | HT(*) | HTPE(*) | HTPS(*) | HR(*) | HD(*) | Term |
|---|---|---|---|---|---|---|---|
| Français | Français | 28 | 12 | 0 | 0 | 0 | Q2 |
| Organisational online arrangements for the end of Q3 2019-2020 assessments (Covid-19) |
|---|
|
| Description of the modifications to the Q3 2019-2020 online assessment procedures (Covid-19) |
| 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 then 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 Reading
Travaux Pratiques - Econométrie : travaux pratiques - Mélanie Volral, Alexandre Waroquier
,Note de cours - Econométrie - Mélanie Volral
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)