Face-to-face , first term, 45 hours of theory and 15 hours of exercises.

First term
Monday from 10:45 to 12:45 at 119 Marais 1100
Thursday from 10:45 to 12:45 at 119 Marais 3100

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 Gretl software.

For the Bachelor in Business Engineering :

For the Bachelor in Economics and Management :

None

Introduction :
recap from statistique approfondie and statistique appliquée :
Simple Regression
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; La méthode des moindres carrés généralisés

Errors-in-variables models; instrumental variables;
Introduction to qualitative variables in econometrics: the Probit, Logit and Tobit models.

An introduction to panel regression

Lecture

The assessment includes three parts:
- an individual assignment (Gretl) ;
- a three hour written exam in January covering the material discussed during the lectures and the exercise sessions;
The student will essentially be assessed on his ability to understand, analyse, comment and critize the methodology used to analyse data.

Introduction à l'économétrie : Une approche moderne - Jeffrey Wooldridge
Traducteur : Pierre André, Michel Beine, Sophie Béreau, Maëlys de la Rupelle, Alain Durré, Jean-Yves Gnabo, Cédric Heuchenne, Marion Leturcq, Mikael Petitjean, 2015 - 1208 pages (Code ISBN : 9782804171315)

The slides used in class will be made available on the university internal platform.