2019-2020 / ECON0212-3

Econometrics

Duration

30h Th, 15h Pr

Number of credits

 Bachelor in economics and business management5 crédits 
 Master in economics : general (60 ECTS)5 crédits 

Lecturer

Bernard Lejeune

Language(s) of instruction

French language

Organisation and examination

Teaching in the first semester, review in January

Schedule

Schedule online

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 : summary presentations and correction of exercises prepared by students at home.
  • Practical exercises : computer based exercises (software: GRETL)

Recommended or required readings

  • Lejeune B., Econométrie, lecture notes (in french)
  • Hill R.C. et al. (2011), Principles of Econometrics, 4th 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 R.41
Teaching assistant : K. CIOPPA, building B31, office 1.45

Adaptation of teaching commitments following the COVID-19 pandemic for the May-June 2020 session

Teaching methods implemented : distance-learning

Assessment subjects

Assessment methods

Contacts

Adaptation of teaching commitments following the COVID-19 pandemic for the Aug-Sept 2020 session

Assessment subjects

Assessment methods

Distance exam on the platform LOla Examens, in two parts: written exam and practical computer-based exam (using GRETL)

Contacts