Duration
Number of credits
| Doctoral training in economics and business management (Management) | 5 crédits |
Lecturer
François Rycx, Mélanie Volral
Language(s) of instruction
English language
Schedule
Units courses prerequisite and corequisite
Prerequisite or corequisite units are presented within each program
Learning unit contents
General introduction, description of the seminar & review of econometric methods available at http://homepages.ulb.ac.be/~frycx/teach.html#STAT-D-405-T0
Learning outcomes of the learning unit
Investigate a research question in Economics or Management with econometric techniques.
This boils down to :
a) Define a research question
b) Obtain adequate data
c) Specify the theoritical (mathematical) model & corresponding hypotheses
d) Specify the statistical model & econometric techniques to be used
e) Estimate the model & test the relevant hypotheses
f) Compare your results with the existing literature
Prerequisite knowledge and skills
Introductory and/or advanced econometric courses
Planned learning activities and teaching methods
Mode of delivery (face to face, distance learning, hybrid learning)
Seminar
The syllabys can be downloaded from the professor's web site : http://homepages.ulg.ac.be/~frycx/teach.html#STAT-D-405-T0
A large number of additional slides explaining econometric form the professor's web. Data sets and complementary documents are provided to the students when required.
Course materials and recommended or required readings
Baltagi, B.H. (2002), Econometrics, 3rd., Springer, NY
Greene, W.H. (2005), Econométrie, 5ème éd., Pearson Education, Paris (also available in English as Econometric Analysis)
Gujarati, D.N. (2003), Basic Econometrics, 4th ed., McGraw Hill Higher Education, NY
Hamilton, J.D. (1994), Time Series Analysis, Princeton University Press, Princeton
Kennedy, P., (1998), A Guide to Econometrics, 4th ed., MIT Press, Cambridge (Mass.)
Murray, P.M. (2006), Econometrics : A Modern Introduction, Pearson Education, Boston
Sevestre, P. (2002), Econométrie des données de panels, Dunod, Paris
Wooldridge, J.M. (2002), Econometric Analysis of Cross-section and Panel Data, MIT Press, Cambridge (Mass.)
Students have to write a paper and to present/defend it orally. Both aspects of their work are evaluated.
Students must demonstrate their capacity to perform applied econometric work.
Work placement(s)
Organisational remarks and main changes to the course
Contacts
Pr François Rycx : frycx@ulb.ac.be