Econometrics

6 ECTS credits
163 h study time

Offer 2 with catalog number 1019648CNR for all students in the 1st semester at a (C) Bachelor - specialised level.

Semester

1st semester

Enrollment based on exam contract

Impossible

Grading method

Grading (scale from 0 to 20)

Can retake in second session

Yes

Enrollment Requirements

Studenten die dit opleidingsonderdeel opnemen, moeten geslaagd zijn voor ‘Wiskunde II voor TEW’ of ‘Wiskunde II voor HI’, ‘Micro-economie’, ‘Macro-economie’ en ‘Statistiek II voor bedrijfseconomische wetenschappen’. Studenten moeten bovendien geslaagd zijn voor minstens 30 ECTS-credits op bachelorniveau.

Taught in

Dutch

Faculty

Faculty of Social Sciences & SolvayBusinessSchool

Department

Business

Educational team

Ruben Schoonackers (course titular)

Activities and contact hours

36 contact hours Lecture
14 contact hours Seminar, Exercises or Practicals
113 contact hours Independent or External Form of Study

Course Content

Introduction to applied econometrics:

The classical linear regression model with 2 variables;
Multiple regression analysis;
Relaxing the assumptions of the classical model;
Possible extensions: panel data.

Course material

Digital course material (Required) : Slides, Ruben Schoonackers, via Canvas
Course text (Recommended) : Econometrie

Additional info

Stock and Watson, Introduction to Econometrics, 3th Edition, Pearson
Verbeek, A guide to modern econometrics, 2nd edition
Kleiber and Zeileis, Applied econometrics with R, Springer.

Learning Outcomes

General competencies

Students should be able to correctly execute a regression. This includes the derivation from a theoretical model, the choice of variables, the choice of statistics, the execution of a regression and providing it with the necessary observations.

Implicitly, this implies that students should be able to understand and, if necessary, critique econometric papers.

Grading

The final grade is composed based on the following categories:
Written Exam determines 100% of the final mark.

Within the Written Exam category, the following assignments need to be completed:

Written Exam with a relative weight of 80 which comprises 100% of the final mark.

Additional info regarding evaluation

100% written exam.

During the semester a 'case' has to be made as well. The correctness of the 'case' will be judged on the exam on the basis of several questions about the case.

If you have any questions, please contact Ruben.Schoonackers@vub.be

Allowed unsatisfactory mark

The supplementary Teaching and Examination Regulations of your faculty stipulate whether an allowed unsatisfactory mark for this programme unit is permitted.

Academic context