INTERMEDIATE ECONOMETRICS

Année du cours : 3 année(s)

Etablissement : IÉSEG School of Management

Langue : English

Période : S1

Introduction to Econometrics
Inferential Statistics

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.

– 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