ECON3503 | Advanced Econometrics |
|
[45h]
|
Enseignant(s) :
Luc Bauwens
|
![](../images/ligneespo.gif)
Objectifs
The purpose of the course is to cover several important topics in econometric theory, at an intermediate or advanced level without assuming necessarily a previous knowledge in econometrics (although knowledge of introductory econometrics is recommended) ; the principle is to move quickly from a basic level to an advanced one.
Cahier des charges
It is impossible to cover all the important topics of econometrics in this way in 30 hours. However, some topics should be covered every year, such as :- generalized least squares theory, thereby encompassing classical least squares and enabling to cover the treatment of serial correlation, heteroskedasticity, systems of equations, error component models, random coefficients models ...);- standard large sample theory (with application to maximum likelihood estimation, nonlinear least squares, robust estimation ...). Apart from this, topics could be selected in the following menu :- simultaneous equation models (linear or not)- qualitative response models (discrete choice analysis)- Tobit models (limited dependent variables)- models for count data (discrete dependent variables)- non-standard large sample theory (with application to time series models with unit roots ...)- Markov chain and duration models- semi-parametric and non-parametric techniques.
Le cours ECON3503 est mentionné dans les programmes suivants :
AGRO3DA
|
Diplôme d'études approfondies en sciences agronomiques et ingénierie biologique
|
| |
ECGE3DA/EC
|
Diplôme d'études approfondies en économie et gestion - Master of Arts in Economics (sciences économiques)
|
| |
STAT3DA
|
Diplôme d'études approfondies en statistique
|
| |
Valeurs ECTS de l'activité
ECGE3DA/EC
|
Diplôme d'études approfondies en économie et gestion - Master of Arts in Economics (sciences économiques)
|
(7 ECTS)
|
Obligatoire
|
STAT3DA/E
|
diplôme d'études approfondies en statistique (statistique et économétrie)
|
(7.5 ECTS)
|
Obligatoire
|
STAT3DA/M
|
Diplôme d'études approfondies en statistique (méthodologie de la statistique)
|
(7.5 ECTS)
| |
STAT3DA/P
|
diplôme d'études approfondies en statistique (pratique de la statistique)
|
(7.5 ECTS)
| |
Valeur ECTS par défaut
|
(7 ECTS)
| |
|