 | Study programme 2024-2025 | Français | |
| Advanced Econometrics - AAEP | |||
Learning Activity |
| Code | Lecturer(s) | Associate Lecturer(s) | Subsitute Lecturer(s) et other(s) | Establishment |
|---|---|---|---|---|
| W-AETR-080 |
|
|
| Language of instruction | Language of assessment | HT(*) | HTPE(*) | HTPS(*) | HR(*) | HD(*) | Term |
|---|---|---|---|---|---|---|---|
| Anglais | Anglais | 27 | 6 | 0 | 0 | 0 | Q2 |
Content of Learning Activity
The purpose of this course is to present advanced tools for data analysis and econometrics, with a strong focus on time series econometrics. An introduction to Machine Learning is also provided.
The various concepts and methods are illustrated by applications using Stata or Python.
Students are required to conduct an econometric analysis of high frequency financial data using Stata.
Required Learning Resources/Tools
The course is based on
- 'Introductory Econometrics for Finance", Chris Brooks
- Data Analysis for Business, Economics, and Policy', Gabor Békés, Gébor Kézdi
Recommended Learning Resources/Tools
Online material available on Moodle
Other Recommended Reading
Not applicable
Mode of delivery
- Face-to-face
Type of Teaching Activity/Activities
- Cours magistraux
- Travaux pratiques
- Projet sur ordinateur
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