De elektronische studiegids voor het academiejaar 2025 - 2026 is onder voorbehoud.





Applied econometrics (4849)
  
Coordinating lecturer :Prof. dr. Mark VANCAUTEREN 
  
Member of the teaching team :De heer Lowie CNOCKAERT 
 Prof. dr. Sarah CREEMERS 
 Mevrouw Sarah ELSHOUT 

Language of instruction : English
Credits: 6,0
  
Period: semester 1 (6sp)
  
2nd Chance Exam1: Yes
  
Final grade2: Numerical
 
Sequentiality
 
   Mandatory sequentiality bound on the level of programme components
 
 
  Following programme components must have been included in your study programme in a previous education period
    Quantitative researche methods (4495) 3.0 stptn
    Statistics for economists (4681) 6.0 stptn
 

Prerequisites

Basics in mathematics (derivatives, functions, transformations) and statistics (probabilities, distributions, anova, hypothesis testing).


Content

The student will become familiar with key concepts in applied econometrics. An important aspect of the course is also application, that is, key concepts will be tested with real data and applied to economic topics.
The following topics will be handled in the course:
 Linear Regression with one variable
 Ordinary Least Squares estimation and assumptions
 Heteroskedasticity and Weighted Least Squares estimation
 Linear Regression with multiple variables
 Hypothesis testing and confidence intervals
 Non-linear regression analysis
 Panel data regression analysis
 Regression with a binary dependent variable
Empirical application(s) of the above concepts in SPSS


Organisational and teaching methods
Organisational methods  
Lecture ✔  
Response lecture ✔  
Self-study assignment ✔  
Small group session ✔  


Evaluation

Period 1    Credits 6,00

Evaluation method
Written evaluaton during teaching periode15 %
Take-home assignment✔
Written exam85 %
Closed-book ✔

Second examination period

Evaluation second examination opportunity different from first examination opprt
Yes
Explanation (English)Written exam counts for 100% of the final grade.
 

Compulsory textbooks (bookshop)
 

Textbook 1:

Introduction to Econometrics, Stock, J.H. and M.M. Watson, 4th, Pearson
 

Compulsory course material
 

Lecture slides

Companion website of the Stock and Watson handbook


Learning outcomes
Bachelor of Business Economics
  •  EC 

    • EC 01: The holder of the degree builds up knowledge autonomously with a view to lifelong learning. (Self-direction and entrepreneurial spirit)

  •  EC 

    • EC 05: The holder of the degree communicates in a business context in writing and orally, and if necessary with visual support. (Communication)

  •  EC 

    • EC 08: The holder of the degree selects and implements scientific research methods under supervision. (Research skills)

  •  EC 

    • EC 09: The holder of the degree analyses, interprets, evaluates and reports research results under supervision. (Research skills)

  •  EC 

    • EC 13: The holder of the degree is able to take a conceptual and analytical approach to strategic policy issues, drawing on business conceptual frameworks. (Problem-solving capacity)

 
  EC = learning outcomes      DC = partial outcomes      BC = evaluation criteria  
Offered inTolerance3
3rd Bachelor of Business Economics J
Bridging Programme Master of Business Economics J
Exchange Programme Business Economics J
Preparation Programme Master of Business Economics J



1   Education, Examination and Legal Position Regulations art.12.2, section 2.
2   Education, Examination and Legal Position Regulations art.15.1, section 3.
3   Education, Examination and Legal Position Regulations art.16.9, section 2.