|Study programme 2020-2021||Français|
|Econometrics - AAEP|
|Code||Lecturer(s)||Associate Lecturer(s)||Subsitute Lecturer(s) et other(s)||Establishment|
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
Recommended Learning Resources/Tools
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
The assessment methods of the Learning Activity (AA) are specified in the course description of the corresponding Educational Component (UE)