 | |
| ECON0212-1 | Econometrics I
 |
|
| Duration : | 30h Th, 15h Pr |
|
| Credits/ECTS : |
|
|
| Holder(s) : | Bernard Lejeune |
|
| Language : | French language |
|
| 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
- Binary dependent variable : Logit/Probit model
|
|
| Course objective : | To familiarize students with basic econometrics concepts and methods |
|
| Prerequisites : | Multivariable calculus,
Linear algebra (matrix calculus,...),
Probability and statistical inference |
|
| 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 |
|
| Written notes : | Lejeune B. (2006), Econométrie I, handwritten notes (in french)
Hill R.C. et al. (1997), Undergraduate Econometrics, John Wiley and Sons |
|
| Assessment : | Participation in the course + written exam + practical exam on computer |
|
| Contacts : | Professor :
B. LEJEUNE, building B31 , office 2/17
Tel : 04/366.31.62
E-Mail : B.Lejeune@ulg.ac.be
Teaching assistant :
E. TARANTCHENKO
E-Mail : E.Tarantchenko@ulg.ac.be(M.Hiligsmann@ulg.ac.be) |
|
|
| |
