Study programme 2023-2024 | Français | ||
Advanced Econometrics | |||
Programme component of Master's in Management (MONS) (day schedule) à la Warocqué School of Business and Economics |
Code | Type | Head of UE | Department’s contact details | Teacher(s) |
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UW-M1-SCGEST-039-M | Optional UE | DHYNE Emmanuël | W718 - Economie |
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Language of instruction | Language of assessment | HT(*) | HTPE(*) | HTPS(*) | HR(*) | HD(*) | Credits | Weighting | Term |
---|---|---|---|---|---|---|---|---|---|
| Anglais | 27 | 15 | 0 | 0 | 0 | 6 | 6.00 | 2nd term |
AA Code | Teaching Activity (AA) | HT(*) | HTPE(*) | HTPS(*) | HR(*) | HD(*) | Term | Weighting |
---|---|---|---|---|---|---|---|---|
W-AETR-080 | Advanced Econometrics - AAEP | 27 | 6 | 0 | 0 | 0 | Q2 | |
W-AETR-081 | Advanced Econometrics - AAEHP | 0 | 9 | 0 | 0 | 0 | Q2 |
Programme component |
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Objectives of Programme's Learning Outcomes
Learning Outcomes of UE
The purpose of this course is to present advanced tools for data analysis and econometrics, with a strong focus on time series econometrics. An introduction to Machine Learning is also provided.
The various concepts and methods are illustrated by applications using Stata or Python.
Students are required to conduct an econometric analysis of high frequency financial data using Stata.
UE Content: description and pedagogical relevance
The purpose of this course is to present advanced tools for data analysis and econometrics, with a strong focus on time series econometrics. An introduction to Machine Learning is also provided.
The various concepts and methods are illustrated by applications using Stata or Python.
Students are required to conduct an econometric analysis of high frequency financial data using Stata.
Prior Experience
Econometrics (OLS)
Type(s) and mode(s) of Q2 UE assessment
Q2 UE Assessment Comments
2/3 - exam
1/3 - personal work (by groups of 2 students)
Type(s) and mode(s) of Q3 UE assessment
Q3 UE Assessment Comments
2/3 - exam
1/3 - personal work (by groups of 2 students)
Type of Teaching Activity/Activities
AA | Type of Teaching Activity/Activities |
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W-AETR-080 |
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W-AETR-081 |
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Mode of delivery
AA | Mode of delivery |
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W-AETR-080 |
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W-AETR-081 |
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Required Learning Resources/Tools
AA | Required Learning Resources/Tools |
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W-AETR-080 | The course is based on - 'Introductory Econometrics for Finance", Chris Brooks - Data Analysis for Business, Economics, and Policy', Gabor Békés, Gébor Kézdi |
W-AETR-081 | The course is based on - 'Introductory Econometrics for Finance", Chris Brooks - Data Analysis for Business, Economics, and Policy', Gabor Békés, Gébor Kézdi |
Recommended Learning Resources/Tools
AA | Recommended Learning Resources/Tools |
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W-AETR-080 | Online material available on Moodle |
W-AETR-081 | Online material available on Moodle |
Other Recommended Reading
AA | Other Recommended Reading |
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W-AETR-080 | Not applicable |
W-AETR-081 | Not applicable |