 | Study programme 2020-2021 | Français | |
| Statistics and Econometrics for Business | |||
Learning Activity |
| Code | Lecturer(s) | Associate Lecturer(s) | Subsitute Lecturer(s) et other(s) | Establishment |
|---|---|---|---|---|
| W-AETR-005 |
|
|
| Language of instruction | Language of assessment | HT(*) | HTPE(*) | HTPS(*) | HR(*) | HD(*) | Term |
|---|---|---|---|---|---|---|---|
| Français | Français | 30 | 15 | 0 | 0 | 0 | Q2 |
Content of Learning Activity
Univariate and multivariate time series analysis : ARMA, unit root and stationarity tests, VAR, ARCH and GARCH models, ... Cross-sectional and panel data analysis (probit, logit).
Required Learning Resources/Tools
Not applicable
Recommended Learning Resources/Tools
Not applicable
Other Recommended Reading
Chris Brook " Introductory econometrics for finance ", Cambridge University Press Michel Tenenhaus : "Statistique : méthodes pour décrire, expliquer et prévoir"
Mode of delivery
- Mixed
Type of Teaching Activity/Activities
- Cours magistraux
- Conférences
- Travaux pratiques
- Travaux de laboratoire
- Exercices de création et recherche en atelier
- Projet sur ordinateur
- Etudes de cas
Evaluations
The assessment methods of the Learning Activity (AA) are specified in the course description of the corresponding Educational Component (UE)
(*) 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