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ECON0212-1

Econometrics I

[ version française ]

Duration :30h Th, 15h Pr
Credits/ECTS :
1st "licence" in economical sciences5
1st "licence" in management sciences5
1st year of a "maîtrise" in economical sciences5
Holder(s) :N...
Substitute(s) :Bernard Lejeune
Course contents :
  • Introduction : economics and econometrics
  • Review of probability concepts
  • The simple linear regression model
  • Properties of the least squares estimator
  • Inference in the simple linear regression model : interval estimation, hypothesis testing and prediction
  • The simple linear regression model : coefficient of determination, units of measurements and functional form
  • The multiple linear regression model : specification, estimation and basic inference
  • The multiple linear regression model : F-test, constrained least squares and collinearity
  • Dummy variables and polynomial regression
Course objective : To familiarize students with basic econometrics concepts and methods
Prerequisites : Statistics and practical exercises : partim I,II and III
Organization : Theoretical course : 2h30 per week
Practical exercises on computer : 1h30 per week
Written notes : Lejeune B. (2001), Econometrie I, handwritten notes
Hill R.C. et al. (1997), Undergraduate Econometrics, John Wiley and Sons
Assessment : Written exam and practical exam on computer in January
Contacts : Professor :
B. LEJEUNE, batiment B33 , bureau 2/34
Tel : 04/366.31.62
E-Mail : B.Lejeune@ulg.ac.be

Teaching assistant :
M. HILIGSMANN, batiment B33, bureau 2/35
Tel. : 04/366.31.95
E-Mail : M.Hiligsmann@ulg.ac.be
Remarks : Une partie de la bibliographie est en anglais




ULg : Students and Studies Administration - Academic Affairs
Contact : Monique Marcourt, direction A.E.E.
Date of data : 27/02/2006
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