De elektronische studiegids voor het academiejaar 2026 - 2027 is onder voorbehoud.





Applied econometrics (4849)
Coordinating lecturer:Prof. dr. Mark VANCAUTEREN 
Member of the teaching team:dr. Steven DE VADDER 

Credits: 6,0
Study load hours: 162
Period: semester 1 (6sp)

Language of instruction: English

2nd Chance Exam1: Yes
Final grade2: Numerical
Tolerance3: See included in these programmes
Sequentiality
No sequentiality


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


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
 

Mandatory software
 

SPSS


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


Evaluation

Semester 1 (6,00sp)

Evaluation method
Written evaluation during teaching period15 %
Take-home assignment✔
Written exam85 %
Closed-book ✔
Open questions✔
Multiple-choice questions, correction for guessing✔

Second examination period

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


Learning outcomes
  EC = learning outcomes      DC = partial outcomes      BC = evaluation criteria  
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)

 
Included in these programmesTolerance3
3rd Bachelor of Business Economics Y
Bridging Programme Master of Business Economics Y
Exchange Programme Business Economics Y
Preparation Programme Master of Business Economics Y



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.