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| ECON0212-1 | Econometrics I
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| Duration : | 30h Th, 15h Pr |
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| Credits/ECTS : |
| Bachelor in economical and in management sciences, 3rd year | | Deuxième quadrimestre | | 6 |
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| One-year preliminary programme leading to the Master in Economical Sciences, general orientation | | Deuxième quadrimestre | | 6 |
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| Master in Management Sciences, in-depth approach, 1st year | | Deuxième quadrimestre | | 4 |
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| Master in Management Sciences, didactic approach, 1st year | | Deuxième quadrimestre | | 4 |
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| Master in Management Sciences, professional Focus in Entrepreneurship, 1st year | | Deuxième quadrimestre | | 4 |
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| Master in Management Sciences, professional Focus, 1st year | | Deuxième quadrimestre | | 4 |
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| Master en sciences de gestion, à finalité spécialisée en management, 1st year | | Deuxième quadrimestre | | 4 |
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| Holder(s) : | Bernard Lejeune |
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| Language : | Langue française |
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| 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
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| Course objective : | To familiarize students with basic econometrics concepts and methods |
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| Prerequisites : | Probability and statistical inference |
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| Organization : | - Theoretical course : 2h30 per week, consisting of presentations and correction of exercices prepared by students at home. Participation is compulsory.
- Practical exercises on computer : 1h30 per week |
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| Written notes : | Lejeune B. (2006), Econométrie I, handwritten notes (in french)
Hill R.C. et al. (1997), Undergraduate Econometrics, John Wiley and Sons |
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| Assessment : | Participation in the course + written exam + practical exam on computer |
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| 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 |
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