Study Programmes 2016-2017
ECON0212-3  
Econometrics
Duration :
30h Th, 15h Pr
Number of credits :
Bachelor in economics and business management5
Lecturer :
Bernard Lejeune
Language(s) of instruction :
French language
Organisation and examination :
Teaching in the first semester, review in January
Units courses prerequisite and corequisite :
Prerequisite or corequisite units are presented within each program
Learning unit contents :
  • 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
Learning outcomes of the learning unit :
To familiarize students with basic econometrics concepts and methods
Prerequisite knowledge and skills :
  • Multivariable calculus
  • Linear algebra (matrix calculus,...)
  • Probability and statistical inference
Planned learning activities and teaching methods :
Mode of delivery (face-to-face ; distance-learning) :
  • Theoretical course : 2h30 per week, consisting of summary presentations and correction of exercices prepared by students at home.
  • Practical exercises : 1h30 per week
Recommended or required readings :
  • Lejeune B. (2011), Econométrie, lecture notes (in french)
  • Hill R.C. et al. (2008), Principles of Econometrics, 3rd edition, John Wiley and Sons
Assessment methods and criteria :
Written exam + practical exam on computer
Work placement(s) :
Organizational remarks :
Contacts :
Professor : B. LEJEUNE, building B31, office 2.17
Teaching assistant : I. SALEM, building B31, office 1.58