ADVANCED ECONOMETRICS
Année du cours : 3 année(s)
Etablissement : IÉSEG School of Management
Langue : English
Formation(s) dans laquelle/lesquelles le cours apparait :
Période : S2
– 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
– 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
1. Introduction: the art of econometrics
2. The linear probability model
3. The Logit model
4. Model fit and various tests
