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Econométrie [ MQAHD2130 ]


6.0 crédits ECTS  30.0 h + 0.0 h   2q 

Teacher(s) Petitjean Mikael ;
Language French
Place
of the course
Mons
Prerequisites

MQAHD1325 ' Management mathematics
MQAHD1327 ' Statistical methods in management

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.

Aims

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.

Teaching methods
  • Lectures
  • Exercises in the computer room (use of analysis tools in Excel).
  • Case analysis
Bibliography
  • 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, 2nd ed. Mc Graw-Hill.

Cycle et année
d'étude
> Master [120] in Management (shift schedule)
Faculty or entity
in charge
> BLSM


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