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Econometrics [ECON2245]
[30h+15h exercises] 4 credits

Version française

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This course is taught in the 2nd semester

Teacher(s):

Luc Bauwens

Language:

French

Level:

Second cycle

>> Aims
>> Main themes
>> Content and teaching methods
>> Other information (prerequisite, evaluation (assessment methods), course materials recommended readings, ...)
>> Other credits in programs

Aims

The course is a natural extension of the two-year ECON 2135 Econometrics: Methods and Applications degree course.
It aims to broaden and extend students' training in the field of econometric modelling compared with what is covered in the two-year course. The accent is on a theoretical understanding of taught models, and on their practical use.

Main themes

The course addresses the main themes of micro-econometrics and an analysis of temporal series, with a focus on understanding how these models might be used to answer questions of empirical economics, and on applying the methods to real cases.

Inference methods are dealt with in association with the models to which they are applicable.

Content and teaching methods

Content
Models with limited dependent variable (binary choices, censored regression, and selectivity).
Models for temporal series: univariate case (ARMA and unitary roots) and multivariate case (VAR models and co-integration).
Panel data models (static case).

Method
The course is organised is such a way as to guide students' personal learning. Students will prepare for each course with prior reading guided by questions. Each course session will aim to discuss the subject (particularly by answering not only questions that have served as guides, but also any other questions) and, if necessary, to summarise the subject as well. Some sessions will be held in the IT suite, and will follow the same principles.

Other information (prerequisite, evaluation (assessment methods), course materials recommended readings, ...)

Two-year degree course in Economic Sciences.



Based on regular personal study, and on final summarising work that will be defended orally.


M Verbeek, 2000, 'A Guide to Modern Econometrics', Wiley.

Other credits in programs

ECGE3DS/EF

Diplôme d'études spécialisées en économie et gestion (Master in business administration) (économie financière)

(5 credits)

FSA13BA

Troisième année de bachelier en sciences de l'ingénieur, orientation ingénieur civil

(4 credits)

MAP23

Troisième année du programme conduisant au grade d'ingénieur civil en mathématiques appliquées

(4 credits)

MATH22/E

Deuxième licence en sciences mathématiques (Economie mathématique)

(4 credits)

SC3DA/G

Diplôme d'études approfondies en sciences (Géographie)

(4 credits)

STAT21MS/EA

Première année du master en statistique, orientation générale, à finalité sécialisée (économie et assurance)

(4 credits)

STAT22MS/EA

Deuxième année du master en statistique, orientation générale, à finalité spécialisée (économie et assurance)

(4 credits)

STAT3DA/E

diplôme d'études approfondies en statistique (statistique et économétrie)

(4 credits)

Mandatory



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Last update :13/03/2007