Econometrics (B-KUL-HBE15E)
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Aims
1. To be able to draw, starting from a sample, conclusions in a scientifal correct way, by constructing confidence statements and/or testing hypotheses.
2. To understand the possibilities and the limitations (assumptions!) of statistical models.
3. The student can read and understand a scientific econometric study.
4. The student can perform a scientific econometric study himself using the statistical package R and interpret the results.
Previous knowledge
This course is part of the Bachelor of Business Engineering, a programme with a strong emphasis on quantitative techniques. The course follows on from the introduction to econometrics given in the Statistics for Data Science course. If the student wants to follow this course, it is advisable to have successfully completed the following course first: Statistics for Data Science (HBE09E).
Is included in these courses of study
Activities
3 ects. Econometrics (B-KUL-HBE15e)
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Content
- Revision of multiple linear regression and matrix representation
- Indicator variables and interaction effects
- Heteroskedasticity
- Regression with panel data (Fixed effects, Random effects)
- Experiments and quasi-experiments (including difference-in-differences)
Course material
Hill, R. C., Griffiths, W. E., & Lim, G. C. (2018). Principles of econometrics. John Wiley & Sons.
Format: more information
Traditional lecture
Evaluation
Evaluation: Econometrics (B-KUL-H75330)
Explanation
Evaluation caracteristics
Part 1 of the exam consists of exercises (practical and theoretical).
Part 2 consists of a practical exercise with a computer with a statistical package.
Determination final result
The weight of both parts will be communicated on Toledo and indicated on the exam itself.
Information about retaking exams
The features of the evaluation and determination of grades are identical to those of the first examination opportunity, as described in the tab 'Explanation'.