Quantitative methodology Prof. François RYCX - Prof. Frank VenmansInformations Générales Intitulé du cours Quantitative methodology Langue d'enseignement

Enseigné en anglais

Cycle Cycle 3 Niveau dans le cycle Niveau 1 dans le cycle Discipline Sciences de gestion Titulaire(s) François RYCX - Frank VENMANSPré-requis Cours pré-requis Introductory and/or advanced econometric courses Autres pré-requis Place du cours dans le programme

The course is part of the PhD programme

Objectifs et méthodologies Objectifs du cours et compétences visées

Investigate a research question in economics or management with econometric techniques. This boils down to: a) Define a research question. b) Obtain adequate data. c) Specify the theoretical (mathematical) model & corresponding hypotheses. d) Specify the statistical model & econometric techniques to be used. e) Estimate the model & test the relevant hypotheses. f) Compare your results with the existing literature.

Contenu du cours General introduction, description of the seminar & review of econometric methods available at http://homepages.ulb.ac.be/~frycx/teach.html#STAT-D-405-T0

Méthodes d'enseignement

Seminar

Syllabus Yes. It can be downloaded from the professor’s web site : http://homepages.ulb.ac.be/~frycx/teach.html#STAT-D-405-T0

Autres supports de cours

A large number of additional slides explaining econometric concepts, issues and techniques can be downloaded from the professor’s web. Data sets and complementary documents are provided to the students when required.

Références, bibliographie et lectures recommandées

Baltagi, B.H. (2002), Econometrics, 3rd ed., Springer, NY. Greene, W.H. (2005), Econométrie, 5ème éd., Pearson

Education, Paris (also available in English as Econometric Analysis).

Gujarati, D.N. (2003), Basic Econometrics, 4th ed., McGraw Hill Higher Education, NY.

Hamilton, J.D. (1994), Time Series Analysis, Princeton University Press, Princeton.

Kennedy, P. (1998), A Guide to Econométrics, 4th ed., MIT Press, Cambridge (Mass.).

Murray, P.M. (2006), Econometrics: A Modern Introduction, Pearson Education, Boston.

Sevestre, P. (2002), Econométrie des données de panels, Dunod, Paris.

Wooldridge, J.M. (2002), Econometric Analysis of Cross-section and Panel Data, MIT Press, Cambridge (Mass.).

Evaluation Méthode Students have to write a paper and to present/defend it

orally. Both aspects of their work are evaluated. Construction de la note, pondération des différentes activités

Cf. supra.

Priorités de l'enseignant

Students must demonstrate their capacity to perform applied econometric work.

Conseils spécifiques Langue d'évaluation English. Organisation pratique Institution organisatrice

ULB

Faculté gestionnaire Solvay BS Eco. and Management Horaire Premier quadrimestre - Deuxième quadrimestre Contact frycx@ulb.ac.be, Frank.venmans@umons.ac.be Lieu d’enseignement Campus du Solbosch, bâtiment R42.