All programmes > Econometrics

Econometrics (B-KUL-HBE15E)

3 ECTSEnglish26 First termCannot be taken as part of an examination contract
Hendrickx Jef (coordinator) |  N. |  Hendrickx Jef (substitute)
OC Handelsingenieur/Business Engineering FEB Campus Brussel

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)

3 ECTSEnglishFormat: Lecture26 First term
N. |  Hendrickx Jef (substitute)
OC Handelsingenieur/Business Engineering FEB Campus Brussel

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)

Type : Partial or continuous assessment with (final) exam during the examination period
Description of evaluation : Written, Paper/Project
Type of questions : Open questions
Learning material : Course material, List of formulas, Calculator, Computer

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'.