Econométrie [ MQAHC2130 ]

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.

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.

Oral examination

• Lectures
• Exercises in the computer room (use of analysis tools in Excel).
• Case analysis

• GIARD V. (2003), Statistique appliquée à la Gestion, 8th ed., Economica.
• JOHNSTON J., DINARDO J. (1999), Méthodes Econométriques, Economica, translation by JOHNSTON J., DINARDO J. (1997), Econometric Methods, 2^nd ed. Mc Graw-Hill.