Teaching directory
Course 2024-2025

Econometrics for engineers [EINGB314]

  • 5 credits
  • 30h+30h
  • 2nd quarter
Language of instruction: French / Français
Teacher: Bereau Sophie

Learning outcomes

Understanding and use of concepts and tools essential to the processing and analysis of empirical data using quantitative methods.

Objectives

This course is dedicated to quantitative methods. It aims at studying the links between variables using the tools of (linear) regression. The objective is to understand the general principles of the discipline and its methods, and to master both the formal writings and the applications on real data.

Content

Course outline (subject to change depending on time available) 1. Introduction and motivations 2. The simple linear regression model 3. The multiple linear regression model 4. Main deviations from the assumptions of good practice in MCOs 5. Introduction to discrete choice models 6. Introduction to time series and forecasting models


Prerequisites

Probabilités et inférence statistique [ECGEB252] et Statistique [ECGEB152]

Co-requisites

Mathématiques pour l'économie et la gestion 3 [ECGEB251]

Teaching methods

The course takes the form of an oral ex-cathedra presentation illustrated with examples and small application exercises in R. It is completed by theoretical and practical exercises in R.

Evaluations

The evaluation is done through a written examination that counts for 70% of the final grade. The examination is based on the resolution of questions and exercises relating to both the course and the theoretical and practical exercises in an integrated manner. An assignment on R, to be completed in a small group, will be due at the end of the semester and will count for 30% of the final grade.

Recommended readings

Brooks, C. (2019), Introductory Econometrics for Finance, Cambridge Univ. Press, 4th Ed. Crépon, B. and N. Jacquemet (2018), Econometrics: Methods and Applications, De Boeck, 2nd Ed. Heij, C., de Boer, P., Franses, P.H., Kloek, T., and H. K. van Dijk (2004), Economic Methods with Applications in Business and Economics, Oxford Univ. Press.

Language of instruction

French / Français

Location for course

NAMUR

Organizer

Faculté des sciences économiques, sociales et de gestion
Rue de Bruxelles, 61
5000 NAMUR

Degree of Reference

Undergraduate Degree