Study programme 2023-2024 | Français | ||
Econometrics | |||
Programme component of Master's in Mathematics (MONS) (day schedule) à la Faculty of Science |
Code | Type | Head of UE | Department’s contact details | Teacher(s) |
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US-M1-SCMATH-031-M | Optional UE | VOLRAL Mélanie | W718 - Economie |
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Language of instruction | Language of assessment | HT(*) | HTPE(*) | HTPS(*) | HR(*) | HD(*) | Credits | Weighting | Term |
---|---|---|---|---|---|---|---|---|---|
| Français | 20 | 10 | 0 | 0 | 0 | 6 | 6.00 | 1st term |
AA Code | Teaching Activity (AA) | HT(*) | HTPE(*) | HTPS(*) | HR(*) | HD(*) | Term | Weighting |
---|---|---|---|---|---|---|---|---|
W-AETR-048 | Econometrics - AAEP | 14 | 8 | 0 | 0 | 0 | Q1 | |
W-AETR-049 | Econometrics - AAEHP | 6 | 2 | 0 | 0 | 0 | Q1 |
Programme component |
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Objectives of Programme's Learning Outcomes
Learning Outcomes of UE
At the end of the course, students will be able to use econometric techniques in order to analyse relations (models) explaining how variables related to economic or business issues behave. This way, they will test the existence of significant explanatory variables, estimate their impact and forecast variables under interest. The course will also enable them to interpret results and to use them for policy implications in terms of private or public management and of economic policy.
UE Content: description and pedagogical relevance
- 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.
The learning activities of the course unit are fully complementary and differ only in the teaching modalities.
Prior Experience
Statistics
Type(s) and mode(s) of Q1 UE assessment
Q1 UE Assessment Comments
Evaluation is based on a written examination (100%).
In situations where a student has to take two exams at the same time or where circumstances require the student to take the exam at a time other than the one scheduled, an oral examination could be envisaged.
Type(s) and mode(s) of Q1 UE resit assessment (BAB1)
Q1 UE Resit Assessment Comments (BAB1)
Not applicable.
Q2 UE Assessment Comments
Evaluation is based on a written examination (100%). Only in situations where a student has to take two exams at the same time, an oral examination could be envisaged.
Type(s) and mode(s) of Q3 UE assessment
Q3 UE Assessment Comments
Evaluation is based on a written examination (100%).
In situations where a student has to take two exams at the same time or where circumstances require the student to take the exam at a time other than the one scheduled, an oral examination could be envisaged.
Type of Teaching Activity/Activities
AA | Type of Teaching Activity/Activities |
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W-AETR-048 |
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W-AETR-049 |
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Mode of delivery
AA | Mode of delivery |
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W-AETR-048 |
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W-AETR-049 |
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Required Reading
AA | Required Reading |
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W-AETR-048 | Note de cours - Econométrie - M. Volral ,Notes d'exercices - Econométrie : travaux pratiques - M. Volral et A. Waroquier |
W-AETR-049 |
Required Learning Resources/Tools
AA | Required Learning Resources/Tools |
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W-AETR-048 | Not applicable |
W-AETR-049 | Not applicable |
Recommended Learning Resources/Tools
AA | Recommended Learning Resources/Tools |
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W-AETR-048 | Not applicable |
W-AETR-049 | Not applicable |
Other Recommended Reading
AA | Other Recommended Reading |
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W-AETR-048 | Ramanathan, R. (2008), Introductory Econometrics with Applications, Harcourt College Publishers. Wooldridge, J. (2009), Introductory Econometrics : A Modern Approach, South-Western. |
W-AETR-049 | Ramanathan, R. (2008), Introductory Econometrics with Applications, Harcourt College Publishers. Wooldridge, J. (2009), Introductory Econometrics : A Modern Approach, South-Western. |