Duration
30h Th, 15h Pr
Number of credits
| Master in economics : general (120 ECTS) | 5 crédits | |||
| Master in economics : general (60 ECTS) | 5 crédits |
Lecturer
Language(s) of instruction
English language
Organisation and examination
Teaching in the second semester
Units courses prerequisite and corequisite
Prerequisite or corequisite units are presented within each program
Learning unit contents
Following Wooldridge (2016), Introductory Econometrics: A Modern Approach, the course covers the following topics:
- Recap of multiple linear regression with cross-sectional data: specification, estimation and inference
- Multiple regression analysis: further issues (data scaling, functional form, ...)
- Regression analysis with quantitative information (binary variables)
- Heterosckedasticity
- More on specification and data issues (proxy variables, measurement errors,...)
- Basic regression analysis with time series data
- Further issues using OLS with time series data
- Pooling cross sections across time: simple panel data methods
- Advanced panel data methods
- Instrumental variables estimation and two stage least squares
- Limited dependent variable models
Learning outcomes of the learning unit
To provide students with an in-depth understanding of the major tools of modern econometric analysis, so that they can appropriately use them to address empirical questions
Prerequisite knowledge and skills
Students must have followed an introductory course in econometrics of the level of ECON0212-3
Planned learning activities and teaching methods
See below
Mode of delivery (face-to-face ; distance-learning)
- Theoretical course: 2h30 per week, consisting of theory presentation and exercises
- Practical exercises: 1h30 per week, consisting of computer based exercises
Recommended or required readings
- Wooldridge J.M. (2016), Introductory Econometrics: A Modern Approach, 6th Edition, Cengage Learning
- Lejeune B., Supplemental lecture notes (available on LOL@)
Assessment methods and criteria
Written exam (50%) + Computer based exam (25%) + Course participation/homework (25%)
Work placement(s)
Organizational remarks
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Contacts
- Professors:
L. Artige, building B31, office 1.53, email: lionel.artige@ulg.ac.be
B. Lejeune, building B31, office R.41, email: b.lejeune@ulg.ac.be
- Teaching assistant: I. Salem, building B31, office 1.30, email: iman.salem@ulg.ac.be