Econométrie

5.00 credits

30.0 h

> Schedule

Teacher(s)

De Winne Rudy;

Language

French

Main themes

Linear regression

Revision of the method of least squares applied to the estimate of the regression line;
Generalisation of the regression analysis in the multivariate case;
Properties of parameter estimators;
Formulation and logical test of hypothesis relating to parameters;
Linearisable multivariate models.

Learning outcomes

At the end of this learning unit, the student is able to :

On completion of this course, students will be able:
in terms of knowledge:

to apply the principles and method of the multiple regression estimation models, both linear or linearised, to one or more explanatory variables.

in terms of skills:

to ask pertinent questions, from a managerial perspective, regarding a proposed case and the characteristics of available data;
to select the appropriate statistical approach and apply it;
to provide methodologically correct answers to the problem posed after disciplined interpretation of results both statistically and at a managerial level.

Bibliography

JOHNSTON J., DINARDO J. (1999), Méthodes Econométriques, Economica, traduction de JOHNSTON J., DINARDO J. (1997), Econometric Methods, 2th ed. Mc Graw'Hill.

Faculty or entity

> CLSM

Title of the programme

Sigle

Credits

Prerequisites

Learning outcomes

Master [120] in Management (shift schedule)

GEHC2M

Master [60] in Management (shift schedule)

GEHC2M1