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Statistique et économétrie appliquées: introduction

  • Teacher(s):   C.Terrier  
  • English title: Statistics and Applied Econometrics : Introduction
  • Course given in: French
  • ECTS Credits: 3 credits
  • Schedule: Spring Semester 2018-2019, 2.0h. course (weekly average)
  •  séances
  • site web du cours course website
  • Related programmes:
    Bachelor of Science (BSc) in Economics

    Bachelor of Science (BSc) in Management

 

Objectives

This course aims to introduce students to the practice of econometric methods discussed in the course of Statistics and Econometrics I. The theoretical knowledge introduced during the latter is required. In particular, the course will introduce students to applications of the ordinary least square estimation, hypothesis testing, quasi-experimental estimations (regression discontinuity and instrumental variable estimation) and panel data estimation. There will be laboratory sessions where the students will learn to use STATA, the most common econometric software.

Contents

The course consists of either two hours of theory or two hours of lab session each week.

  • The theoretical classes are always held on Tuesday 17h15-19h00 at Amphipôle/A (First sessions: group A on Feb 19, group B on Feb 26).
  • The laboratory sessions will take place at CEI (First sessions: group A on February 25, 26, or 27, group B on March 11, 12, or 13, see moodle for more details).

For theoretical classes, students are divided into two groups, A and B, according to the alphabetic order of their surnames.

For the lab sessions, the two groups will be further divided into subgroups. The registration to the lab subgroups will be made directly through the moodle page after the first theoretical session.

Term project

- Type of project : group project
- Maximum number of projects admitted for this course : see moodle
- Deadline for applying to course professor for project : see moodle
- Deadline for submitting finished project : see moodle
- Method of evaluation (including resit options) : see moodle
- Other information :see moodle

Evaluation

First attempt

Exam:
Written 2 hours
Documentation:
Not allowed
Calculator:
Allowed with restrictions
Evaluation:

The course evaluation consists of a final exam and a group work (project). The written exam lasts 2h.

The final grade is a calculated as follows:

If the project grade is higher than the exam grade: 40% * Project + 60% * Exam.

If the project grade is lower than the exam grade: 30% * Project + 70% * Exam.

Calculators: Restricted authorization (4-operation calculators: Fiamo HD8S (Coop), Sunway SH 228 (Manor), Calculatrice de table Moy (Migros)). The M-Budget (Migros) is no longer on sale, but it is still allowed for students that already have one.

Retake

Exam:
Written 2 hours
Documentation:
Not allowed
Calculator:
Allowed with restrictions
Evaluation:

The course evaluation during the second evaluation session follows the same rules as the regular session.



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