| Credits: 6,0 | | Study load hours: 162 | Period: semester 1 (6sp)  |
| Language of instruction: English | | Exam contract: not possible |
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Mandatory sequentiality bound on the level of programme components
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Group 1 |
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Following programme components must have been included in your study programme in a previous education period
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Business statistics (1738)
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6.0 stptn | |
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Or group 2 |
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Following programme components must have been included in your study programme in a previous education period
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Introduction to probability theory and statistics (5425)
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5.0 stptn | |
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Basics in mathematics (derivatives, functions, transformations, matrix algebra) and statistics (probabilities, distributions, anova, hypothesis testing).
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After the course, students have an advanced understanding of theoretical concepts underlying regression analysis. They are able to critically evaluate the quality of empirical research in economic applications (bridging theory and practice) and they are capable of performing empirical research themselves using the statistical software R. They are able to make decisions about the appropriate statistical model, can deal with real-life data, are aware of the strengths and weaknesses of the selected model and are able to estimate and interpret its parameters.
The course uses the textbook of Stock and Watson (please see textbook of the course) and the content description refers directly to chapters of this
book. The course consists of theoretical lectures with illustrations in R and work sessions that comprise theoretical exercises and applications in R.
Chapter 4
Linear regression with one regressor – Estimation
Chapter 5
Linear regression with one regressor – Hypothesis tests and confidence intervals
Chapter 6
Linear regression with multiple regressors – Estimation
Chapter 7
Linear regression with multiple regressors – Hypothesis tests and confidence intervals
Chapter 17
The Theory of Linear Regression with One Regressor
Chapter 18
The Theory of Multiple Regression
Chapter 8
Non-linear regression functions
Chapter 11
Regression with a binary dependent variable
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| Compulsory textbooks (bookshop) |
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Introduction to Econometrics, Stock J.H. & Watson M.W., 4th Edition, Pearson.
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| Compulsory course material |
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- PowerPoints (S&W)
- Companion website of the S&W textbook http://wps.aw.com/aw_stock_ie_3/ .
- Test Bank (Stock & Watson), self-study materials
- Solution of exercises and empirical exercises
- "R Studio" tutorial
- "Basic Mathemathical Tools" (Wooldridge)
- Additional lecture notes posted on BB
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| Mandatory software |
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R and RStudio (most recent versions) |
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Lecture ✔
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Response lecture ✔
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Small group session ✔
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Semester 1 (6,00sp)
| Evaluation method | |
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| Written exam | 100 % |
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| Multiple-choice questions, correction for guessing | ✔ |
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Second examination period
| Evaluation second examination opportunity different from first examination opprt | |
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Learning outcomes | EC = learning outcomes DC = partial outcomes BC = evaluation criteria |
Bachelor of Mathematics
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- EC
| EC 11: A graduate of the Bachelor of Mathematics programme has acquired basic knowledge in another scientific discipline. |
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Bachelor of Business Engineering
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| 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 applies insights from business science and relevant supporting/related disciplines in the analysis of financial and technical business problems. (Problem-solving capacity) | - EC
| EC 16: The holder of the degree has a command of IT applications and the basic programming skills necessary to translate financial and technical business data into business-relevant information. (Programme-specific competencies) |
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Bachelor of Business and Information Systems Engineering
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| 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 applies insights from business science and relevant supporting/related disciplines in the analysis of business and information technology problems. (Problem-solving capacity) | - EC
| EC 17: The holder of the degree uses IT applications and possesses the basic programming skills to translate financial and technical business data into business-relevant information. (Programme-specific competencies) |
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| Included in these programmes | Tolerance3 |
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3rd Bachelor of Business and Information Systems Engineering
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Y
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3rd Bachelor of Business Engineering
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Y
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Bachelor of Mathematics - verbreding economie A
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Y
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Exchange Programme Business Economics
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Y
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Preparation Programme Master of Business Engineering
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Y
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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.
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