INTERMEDIATE ECONOMETRICS

Code Cours
2324-IÉSEG-BA3S1-QMS-B3-CE04UE
Langue d'enseignement
English
Matières
QUANTITATIVE METHODS
Responsable(s)
T.BAUDIN
Intervenant(s)
Jenifer Amar,
Matthieu Buisine,
Balazs Kotosz,
Dorian Roulet,
Thomas Baudin
Niveau
Bachelor
Année de formation
Période

Présentation

Prérequis
Introduction to Econometrics
Inferential Statistics
Objectifs
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.
Présentation
- 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

Modalités

Organisation
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
Évaluation
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

Bibliographie
Basic Business Statistics, Berenson & All, Pearson, 2013, chapters 13 14 and 15 (reference handbook) -
Ressources Internet