Econométrie

5.00 credits

30.0 h

Teacher(s)

De Winne Rudy;

Language

French

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.

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

Title of the programme

Sigle

Credits

Prerequisites

Learning outcomes

Master [120] in Management (shift schedule)

GEHC2M

Master [60] in Management (shift schedule)

GEHC2M1