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| ECON0212-1 | Econometrics I
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| Duration : | 30h Th, 15h Pr |
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| Number of credits : |
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| Lecturer : | Bernard Lejeune |
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Language(s) of instruction :
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| French language |
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Course contents :
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- Introduction : economics and econometrics
- The simple linear regression model
- Properties of the least squares estimator
- Interval estimation and hypothesis testing
- Prediction, coefficient of determination, units of measurement and functional form
- The multiple linear regression model
- F-test, collinearity and specification issues
- Dummy variables and logit/probit model
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Learning outcomes of the course :
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| To familiarize students with basic econometrics concepts and methods |
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Prerequisites and co-requisites/ Recommended optional programme components :
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- Multivariable calculus
- Linear algebra (matrix calculus,...)
- Probability and statistical inference
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Mode of delivery (face-to-face ; distance-learning) :
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- 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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Recommended or required readings :
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- Lejeune B. (2011), Econométrie I, lecture notes (in french)
- Hill R.C. et al. (2008), Principles of Econometrics, 3ème édition, John Wiley and Sons
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Assessment methods and criteria :
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| Participation during the course + written exam + practical exam on computer |
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Contacts :
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| 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) |
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