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| Version 2013-2014 |
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| HULG9122-1 | Quantitative Methodology
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| Duration : | |
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| Number of credits : |
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| Lecturer : | François Ryex |
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Language(s) of instruction :
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| English language |
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Course contents :
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| General introduction, description of the seminar & review of econometric methods available at http://homepages.ulb.ac.be/~frycx/teach.html#STAT-D-405-T0 |
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Learning outcomes of the course :
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| Investigate a research question in Economics or Management with econometric techniques.
This boils down to :
a) Define a research question
b) Obtain adequate data
c) Specify the theoritical (mathematical) model & corresponding hypotheses
d) Specify the statistical model & econometric techniques to be used
e) Estimate the model & test the relevant hypotheses
f) Compare your results with the existing literature |
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Prerequisites and co-requisites/ Recommended optional programme components :
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| Introductory and/or advanced econometric courses |
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Planned learning activities and teaching methods :
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Mode of delivery (face-to-face ; distance-learning) :
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| Seminar
The syllabys can be downloaded from the professor's web site : http://homepages.ulg.ac.be/~frycx/teach.html#STAT-D-405-T0
A large number of additional slides explaining econometric form the professor's web. Data sets and complementary documents are provided to the students when required. |
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Recommended or required readings :
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| Baltagi, B.H. (2002), Econometrics, 3rd., Springer, NY
Greene, W.H. (2005), Econométrie, 5ème éd., Pearson Education, Paris (also available in English as Econometric Analysis)
Gujarati, D.N. (2003), Basic Econometrics, 4th ed., McGraw Hill Higher Education, NY
Hamilton, J.D. (1994), Time Series Analysis, Princeton University Press, Princeton
Kennedy, P., (1998), A Guide to Econometrics, 4th ed., MIT Press, Cambridge (Mass.)
Murray, P.M. (2006), Econometrics : A Modern Introduction, Pearson Education, Boston
Sevestre, P. (2002), Econométrie des données de panels, Dunod, Paris
Wooldridge, J.M. (2002), Econometric Analysis of Cross-section and Panel Data, MIT Press, Cambridge (Mass.) |
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Assessment methods and criteria :
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| Students have to write a paper and to present/defend it orally. Both aspects of their work are evaluated.
Students must demonstrate their capacity to perform applied econometric work. |
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Work placement(s) :
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Organizational remarks :
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Contacts :
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| Pr François Rycx : frycx@ulb.ac.be |
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