Econométrie

6.00 credits

30.0 h

Teacher(s)

De Winne Rudy;

Language

French

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.

Learning outcomes

At the end of this learning unit, the student is able to :

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, partially based on the MOOC in econometrics developped at UCLouvain
Exercises in the computer room (Software used: R)

Bibliography

JOHNSTON J., DINARDO J. (1999), Méthodes Econométriques, Economica, traduction de JOHNSTON J., DINARDO J. (1997), Econometric Methods, 2th ed. Mc Graw'Hill.

Faculty or entity

CLSM

Programmes / formations proposant cette unité d'enseignement (UE)

Title of the programme

Sigle

Credits

Prerequisites

Learning outcomes

Master [120] in Management (shift schedule)

GEHM2M