Face-to-face , first term, 30 hours of theory and 15 hours of exercises.

First term
Monday from 14:00 to 16:00 at 119 Marais 2100
Tuesday from 14:00 to 16:00 at 119 Marais 2100

French

The student should be able:
- to understand the methods required to solve econometric problems;
- to apply basic econometric methods to economic problems;
- to use the JMP software.

For the Bachelor in Business Engineering :

For the Bachelor in Economics and Management :

None

Multiple regression.
Estimation and properties of estimators; Statistical tests; Analysis of variance (ANOVA); Forecasting; Regression models with dummy variables;
Relaxing the assumptions of the classical model;
Multicollinearity, heteroscedasticity and autocorrelation;
Errors-in-variables models; instrumental variables;
Introduction to qualitative variables in econometrics: the Probit, Logit and Tobit models.

Lecture

The assessment includes three parts:
- a continuous assessment during the first half of the year (exercise sessions);
- a group work (JMP);
- a written examination in January covering the lecture and the exercises;
The student will essentially be assessed on his ability to understand, analyse, comment and critique.

The course book: R.C. Hill, W.E. Griffiths and Guay C. Lim, Principles of Econometrics, 2007, Wiley, pp. 402.

The slides used in class will be made available.