5 credits
30.0 h + 15.0 h
Q2
Teacher(s)
Lefèvre Françoise; Lefèvre Françoise (compensates Van Bellegem Sébastien); Van Bellegem Sébastien;
Language
French
Content
Contents :
- Modelisation in management
- Simple linear regression by ordinary least squares (OLS) : estimation and inference
- Multiple linear regression (MLR) by OLS : estimation and inference
- MLR with qualitative information
- Specification, selection, stability and prevision in MLR
- The normality assumption of the MLR model
- Heteroscedasticity
- Multicolinearity.
Teaching methods
- Lectures
- Case study
- Exercices by groups
Evaluation methods
Session 1 :
- Part I : case study (/6 points)
- Part II : continuous assessment (/14 points)
- mean of 5 notes obtained during the 5 latest courses
Online resources
Available on Moodle
Bibliography
- Syllabus et forums sur la plateforme Moodle (lecture notes and forums on the platform (Moodle).
- Syllabus et forums sur la plateforme Moodle (lecture notes and forums on the platform (Moodle).
- WOOLDRIDGE, J. (2013). Introductory Econometrics: A Modern Approach, 3th ed. South Western College Publishing., traduction française (2018) Introduction à l'économétrie : une approche moderne. De Boeck Supérieur.
- GREENE W.H. (2002). Econometric Analysis, Prentice Hall.
- JOHNSTON J. & DINARDO J. (1999). Méthodes Econométriques, Economica, traduction de JOHNSTON J. & DINARDO J. (1997). Econometric Methods, 2th ed. Mc GrawHill.
Teaching materials
- Syllabus et forums sur la plateforme Moodle (lecture notes and forums on the platform (Moodle).
Faculty or entity
ESPO