 | Study programme 2023-2024 | Français | |
| Econometrics - AAEP | |||
Learning Activity |
| Code | Lecturer(s) | Associate Lecturer(s) | Subsitute Lecturer(s) et other(s) | Establishment |
|---|---|---|---|---|
| W-AETR-048 |
|
|
| Language of instruction | Language of assessment | HT(*) | HTPE(*) | HTPS(*) | HR(*) | HD(*) | Term |
|---|---|---|---|---|---|---|---|
| Français | Français | 14 | 8 | 0 | 0 | 0 | Q1 |
Content of Learning Activity
- Regression analysis : estimation, quality of fit, model selection criteria, testing hypotheses.
- Problems of multicollinearity, heteroscedasticity and serial correlation : consequences, testing, treating.
- Specification tests, approaches of modeling.
- Estimation with qualitative (binary) independent vairiables, seasonal effects and structural changes.
- Stata econometrical software.
Required Reading
Note de cours - Econométrie - M. Volral
,Notes d'exercices - Econométrie : travaux pratiques - M. Volral et A. Waroquier
Required Learning Resources/Tools
Not applicable
Recommended Learning Resources/Tools
Not applicable
Other Recommended Reading
Ramanathan, R. (2008), Introductory Econometrics with Applications, Harcourt College Publishers.
Wooldridge, J. (2009), Introductory Econometrics : A Modern Approach, South-Western.
Mode of delivery
- Hybrid
Type of Teaching Activity/Activities
- Cours magistraux
- Travaux pratiques
- Remédiations intégrées à un type d'AA
Evaluations
The assessment methods of the Learning Activity (AA) are specified in the course description of the corresponding Educational Component (UE)
Location of learning activity
- Université de Mons - Mons
Location of assessment
- Université de Mons - Mons