3.00 crédits
27.5 h + 7.5 h
Q1
Enseignants
Draye Xavier; Gaspart Frédéric; Govaerts Bernadette;
Langue
d'enseignement
d'enseignement
Français
Préalables
General skills for a bio-engineering bachelor, probability theory, matrix algebra, statistical inference (hypothesis tests, confidence interval, general introduction to estimation)
Thèmes abordés
For the various types of non-experimental data (cross-sections, time series, panel data), the course outlines the main problems that are expected in linear regression models, some typical ways of identifying them with the help of theory or of statistical tests, and their most usual solutions. The main focus is, respectively, endogeneity for cross-sectional data, nonstationarity for time series and correlated random effects for panel data.
Contenu
1. Introduction to the different data types (cross-sections, time series, panel data) and to the small-sample and large-sample justifications of the OLS estimators
2. Cross-sections : typical exceptions to the Gauss-Markov assumptions, sources of endogeneity, IV estimators
3. Time series : the problem of non-stationarity, unit root tests, a few typical econometric specification for time series (Koyck, ECM,...)
4. Panel data : fixed effect model vs random effect model, the unifying Mundlak approach
2. Cross-sections : typical exceptions to the Gauss-Markov assumptions, sources of endogeneity, IV estimators
3. Time series : the problem of non-stationarity, unit root tests, a few typical econometric specification for time series (Koyck, ECM,...)
4. Panel data : fixed effect model vs random effect model, the unifying Mundlak approach
Méthodes d'enseignement
Classes and homeworks
Modes d'évaluation
des acquis des étudiants
des acquis des étudiants
Homeworks in groups
Autres infos
Langue d'enseignement : anglais
Ressources
en ligne
en ligne
Teams, Moodle
Faculté ou entité
en charge
en charge
AGRO
Programmes / formations proposant cette unité d'enseignement (UE)
Intitulé du programme
Sigle
Crédits
Prérequis
Acquis
d'apprentissage
d'apprentissage
Master [120] : bioingénieur en sciences et technologies de l'environnement
Master [120] en statistique, orientation biostatistiques
Master [120] : ingénieur civil biomédical
Master [120] : bioingénieur en gestion des forêts et des espaces naturels
Master [120] en sciences agronomiques et industries du vivant
Master [120] : ingénieur civil en mathématiques appliquées