Teacher(s)
Language
French
Prerequisites
The prerequisite(s) for this Teaching Unit (Unité d’enseignement – UE) for the programmes/courses that offer this Teaching Unit are specified at the end of this sheet.
Learning outcomes
At the end of this learning unit, the student is able to : | |
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Content
Introduction :
recap from statistique approfondie and statistique appliquée :
Simple Regression
Multiple regression :
Estimation and properties of estimators; Statistical tests; Analysis of variance (ANOVA);
Forecasting; Regression models with dummy variables;
Relaxing the assumptions of the classical model : Multicollinearity, heteroscedasticity and autocorrelation; Generalized least squares (GLS)
Introduction to qualitative variables in econometrics: the Probit, Logit and Tobit models.
An introduction to panel regression
recap from statistique approfondie and statistique appliquée :
Simple Regression
Multiple regression :
Estimation and properties of estimators; Statistical tests; Analysis of variance (ANOVA);
Forecasting; Regression models with dummy variables;
Relaxing the assumptions of the classical model : Multicollinearity, heteroscedasticity and autocorrelation; Generalized least squares (GLS)
Introduction to qualitative variables in econometrics: the Probit, Logit and Tobit models.
An introduction to panel regression
Teaching methods
A) Lectures
During the lectures the theoretical concepts and regression methods will be explained. Regression analyses will be demonstrated using Gretl and the interpretation and analysis of the results will be integrated in the lectures. Students are encouraged to participate to class, answering to questions that are raised.
B) Exercise Classes
During the exercise classes students have the opportunity to perform regression analyses using the Gretl software and interpreting the results under the supervision of a teaching assistant. We recommend the students to review their lecture notes before participating to the exercise sessions.
During the lectures the theoretical concepts and regression methods will be explained. Regression analyses will be demonstrated using Gretl and the interpretation and analysis of the results will be integrated in the lectures. Students are encouraged to participate to class, answering to questions that are raised.
B) Exercise Classes
During the exercise classes students have the opportunity to perform regression analyses using the Gretl software and interpreting the results under the supervision of a teaching assistant. We recommend the students to review their lecture notes before participating to the exercise sessions.
Evaluation methods
The evaluation of this course is based on :
1) A written closed book exam (80% of the final mark) based on theoretical concepts and practical econometric applications (using Gretl). Students will be asked to define, identify, and explain theoretical concepts, but also to analyze, interpret, comment and criticize regression results provided.
2) A group assignment (20% of the final mark) during which students need to to apply the theory and perform regression analyses and test in Gretl.
1) A written closed book exam (80% of the final mark) based on theoretical concepts and practical econometric applications (using Gretl). Students will be asked to define, identify, and explain theoretical concepts, but also to analyze, interpret, comment and criticize regression results provided.
2) A group assignment (20% of the final mark) during which students need to to apply the theory and perform regression analyses and test in Gretl.
Online resources
On the university’s electronic platform the following additional information will be offered:
- a copy of the slides used in class
- (summary) course videos
- the exercises that will be solved during the exercise sessions.
- a copy of the slides used in class
- (summary) course videos
- the exercises that will be solved during the exercise sessions.
Bibliography
Jeffrey Wooldrige traduction de la 7ième édition américaine par Andre, Beine, Béreau, de la Rupelle, Durré, Gnabo, Heuchenne, Leturcq et Petitjean, 2023 troisième édition.
ISBN : 978-2-8073-2977-5
ISBN : 978-2-8073-2977-5
Faculty or entity
