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Establishment
Language of instruction
English
Teaching content
QUANTITATIVE METHODS
Training officer(s)
T.BAUDIN
Stakeholder(s)
Jenifer Amar,
Matthieu Buisine,
Balazs Kotosz,
Dorian Roulet,
Thomas Baudin
Matthieu Buisine,
Balazs Kotosz,
Dorian Roulet,
Thomas Baudin
Présentation
Prerequisite
Introduction to Econometrics
Inferential Statistics
Inferential Statistics
Goal
At the end of the course, the student should be able to:
- design econometric modelling process.
- implement and test the OLS methodology.
- achieve statistical analysis using SAS EG
- Avoid pitfalls of the linear regression model.
- design econometric modelling process.
- implement and test the OLS methodology.
- achieve statistical analysis using SAS EG
- Avoid pitfalls of the linear regression model.
Presentation
- Chapter 0: Reminder on the Multiple Linear Regression Model
- Chapter 1: Research question, causality and variable selection
- Chapter 2: More on LINE Assumptions (Outliers, Normality tests, Equal Variance Tests)
- Chapter 3: Interaction effects
- Chapter 4: Partial Correlations
- Chapter 5: Reverse causality, Endogeneity and confounding factors
Chapter 6: Statistical writing
- Chapter 1: Research question, causality and variable selection
- Chapter 2: More on LINE Assumptions (Outliers, Normality tests, Equal Variance Tests)
- Chapter 3: Interaction effects
- Chapter 4: Partial Correlations
- Chapter 5: Reverse causality, Endogeneity and confounding factors
Chapter 6: Statistical writing
Modalités
Organization
| Type | Amount of time | Comment | |
|---|---|---|---|
| Présentiel | |||
| Cours interactif | 16,00 | ||
| Autoformation | |||
| Lecture du manuel de référence | 2,00 | ||
| E-Learning | 2,00 | ||
| Travail personnel | |||
| Group Project | 10,00 | ||
| Charge de travail personnel indicative | 10,00 | ||
| Overall student workload | 40,00 | ||
Evaluation
The evaluation of students has four layers: Participation, a mid-term exam, the evaluation of the group project and a final exam. The group-project will benefit from a mid-term extensive feedback by the professor while feedback on more specific skills acquisition will be given during coaching sessions.
| Control type | Duration | Amount | Weighting |
|---|---|---|---|
| Examen (final) | |||
| Examen écrit | 1,50 | 1 | 35,00 |
| Contrôle continu | |||
| Participation | 0,00 | 0 | 20,00 |
| QCM | 1,00 | 1 | 15,00 |
| Autres | |||
| Projet Collectif | 0,00 | 0 | 30,00 |
| TOTAL | 100,00 | ||
Ressources
Bibliography
Basic Business Statistics, Berenson & All, Pearson, 2013, chapters 13 14 and 15 (reference handbook) -
Internet resources