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ADVANCED ECONOMETRICS

2016-2017

IESEG School of Management ( IÉSEG )

Code Cours :

1617-IÉSEG-BA3S2-QMS-B3-CE07UE

QUANTITATIVE METHODS


Niveau Année de formation Période Langue d'enseignement 
Bachelor3S2English
Professeur(s) responsable(s)M.Verschelde
Intervenant(s)M.Verschelde


Pré requis

• Performing Ordinary Least Squares regression analysis
• Creating a linear equation of a line using real data
• Explaining the meaning of the regression coefficients b0 and b1
• Evaluating the assumptions of regression analysis and knowing what to do if the assumptions are violated
• Making inferences about the slope and correlation coefficient
• Estimating mean values and predicting individual values

Objectifs du cours

At the end of the course, the student should be able to:
1.Conducting a regression when the dependent variable is a dummy:
The first aim of this advanced course is to explain why OLS is not suited in this case
The course will also introduce the principle of likelihood maximization
2.Implementing and testing Logit and Probit models with SAS Enterprise Guide :
The course will underline the specification and estimation methods using SAS
Students should be able to obtain a precise and correct interpretation of the results

Contenu du cours

1. Introduction
2. The linear probability model and likelihood maximization
3. The Logit model
4. The Probit model
5. Model fit and various tests


Modalités d'enseignement

Organisation du cours

TypeNombre d'heuresRemarques
Face to face
Interactive class6,00  
Tutorials4,00  
Coaching2,00  
Independent work
Research2,00  
Reference manual 's readings6,00  
Independent study
Group Project20,00  
Individual Project10,00  
Charge de travail globale de l'étudiant50,00  

Méthodes pédagogiques

  • Tutorial
  • Presentation
  • Research
  • Project work
  • Interactive class
  • Case study
  • Coaching


Évaluation

• A classical final exam
• Involvement in-class and in the final project (individual work)
• The project results (collective work)
Respectively 30%, 35% and 35% of the final mark

Type de ContrôleDuréeNombrePondération
Continuous assessment
Participation12,00135,00
Final Exam
Written exam2,00130,00
Others
Group Project0,00135,00
TOTAL     100,00




 
* Informations non contractuelles et pouvant être soumises à modification
 
 
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