ADVANCED ECONOMETRICS

Code Cours
2324-IÉSEG-BA3S2-QMS-B3-CE07UE
Language of instruction
English
Teaching content
QUANTITATIVE METHODS
This course occurs in the following program(s)
Training officer(s)
M.Verschelde
Stakeholder(s)
Balazs KOTOZS
Wanda MIMRA
Uyanga TURMUNKH
Marijn VERSCHELDE
Level
Bachelor
Program year
Period

Présentation

Prerequisite
- Applying and analyzing linear regression models.
- Evaluating the assumptions of regression analysis and knowing what to do if the assumptions are violated.
- Creating a linear equation of a line using real data
- Explaining the meaning of the regression coefficients
- Making inferences about the slope and correlation coefficient
Goal
- Understand, identify and avoid common pitfalls when running a Linear Regression
- Recognize that caution is needed when we use Linear Regression when the dependent variable is a dummy
- Comprehend, apply and interpret discrete choice models
- Compare the quality of different discrete choice models
- Develop a project that concerns a quantitative analysis from scratch
- Evaluate the value of an existing analysis that concerns a quantitative analysis
Presentation
1. Introduction: the art of econometrics
2. The linear probability model
3. The Logit model
4. Model fit and various tests

Modalités

Organization
Type Amount of time Comment
Autoformation
Recherche 2,00
Lecture du manuel de référence 2,00
Travail personnel
Individual Project 30,00
Présentiel
Cours interactif 6,00
Travaux dirigés 4,00
Coaching 6,00
Overall student workload 50,00
Evaluation
• A classical final exam
• Involvement in-class and in the final project
• The project results
Respectively 30%, 35% and 35% of the final mark
Collective feedback will be provided on www.ieseg-online.com.
Control type Duration Amount Weighting
Contrôle continu
Participation 16,00 1 35,00
Examen (final)
Examen écrit 2,00 1 30,00
Autres
Projet Individuel 0,00 1 35,00
TOTAL 100,00

Ressources