Advanced mathematics and foundations of econometrics

lecge1337  2019-2020  Louvain-la-Neuve

Advanced mathematics and foundations of econometrics
Note from June 29, 2020
Although we do not yet know how long the social distancing related to the Covid-19 pandemic will last, and regardless of the changes that had to be made in the evaluation of the June 2020 session in relation to what is provided for in this learning unit description, new learnig unit evaluation methods may still be adopted by the teachers; details of these methods have been - or will be - communicated to the students by the teachers, as soon as possible.
5 credits
30.0 h + 15.0 h
Lefèvre Françoise; Lefèvre Françoise (compensates Van Bellegem Sébastien); Van Bellegem Sébastien;
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
Session 2 : individual written evaluation
Online resources
Available on Moodle
  • Syllabus et forums sur la plateforme Moodle (lecture notes and forums on the platform (Moodle).
Ouvrages de références (à titre d'exemple) :
  • 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