NEW 26/01/2017: The grades of the exam are available on monULB. An inspection of the copies ('Visite des copies') will take place on the 6th February from 8:00 to 10:00 in the room R42.2.110. It is COMPULSORY to send me an email (yves.dominicy@ulb.ac.be) if you want to see your copy during the inspection of the copies!!
NEW 02/01/2017: Grades of Problem Set 3 and Correction: STATS301_PS3_grades and STAT301_PS3_corrected
NEW 29/12/2016: Question 3 - Mid-term exam corection: Question3 Midterm corrected
- Some solutions to the theoretical exercise sessions about Panel Data, Instrumental Variables and Time Series: Panel data, instrumental variables, time series
NEW 29/12/2016: Important:
- Q&A session: 10/01 at 6pm to 8pm in the room H.2.215 (questions on exercises and problem sets to be submitted by email by 10pm the day before (09/01))
NEW 09/12/2016: Important: - office hours schedule: 15/12 from 11am to 2pm
- Q&A session: 10/01 at 6pm (questions on exercises and problem sets to be submitted by email by 10pm the day before)
NEW 09/12/2016: Grades of Problem Set 2 and Correction: STATS301_PS2_grades and STAT301_PS2_corrected
NEW 09/12/2016: Problem Set 3 online, click on Problem Sets (Deadline: Thursday 29th December at 10:00 am)
NEW 01/12/2016: Multiple choice questions - Mid-term answers: MCQ_answers
NEW 24/11/2016: Tips for Problem Set 2: STATS301_PS2_tips
NEW 17/11/2016: Grades of the Mid-term exam with repartition of the points: Mid-term Grades New
NEW 16/11/2016: Problem Set 2 online, click on Problem Sets
NEW 14/11/2016: Grades of the Mid-term exam: Mid-term grades
NEW 05/11/2016: Grades of Problem Set 1 and Remarks: STATS301_PS1_grades
NEW 02/11/2016: Problem Set 1 corrected, click on Problem Sets
COURSE DESCRIPTION
“Introduction to econometrics” introduces students to multiple regression methods for analysing data in economics and related disciplines. Extensions include regression with discrete random variables, instrumental variables regression, panel data, analysis of random experiments and quasi-experiments, and time series. In this course the students will learn how to conduct empirical studies in economics and how to interpret and criticize studies conducted by others. The course will be taught in English and students should have knowledge of basic statistics (for instance the courses taught at ULB: STAT-S-101 and STAT-S-202). The reference textbook is J.H. Stock and M.W. Watson, Introduction to Econometrics (first edition), Addison-Wesley, 2003. An optional book, which will not be used in class but which provides a complementary treatment that some students might find helpful is J.M. Wooldridge, Introductory Econometrics, South-Western College Publishing.
Visit the student forum for solution to exercises, old exams (forum taken care of by students).
There will be three problem sets during the course, each of which involves empirical analysis. The statistical software in this course is STATA. Students are encouraged to work with others in the class on their problem sets. The maximum group size is 4. Please list the name(s) of those with whom you worked on your assignment in the first pages. Please append your STATA files to your assignments.
The maximum grade between: 1) Problem sets: 25%; midterm exam 25%; final exam: 50% or 2) Final exam: 100%.
For the second session only the final exam counts, the midterm and problem sets do not count for the second session!
The mid-term exam will take place on Friday the 4th November from 08:00-10:00 in the room R42.5.503.
SCHEDULE: The lectures will take place on Friday from 8:00-10:00 in the room R42.5.503 (except one further lecture on Thursday 29th September in the room H1.309). The exercise classes will take place on Thursday from 8:00-10:00 in the room H1.309. There will be as well four computer sessions which will be held in the weeks 3, 4, 6 and 12. There are three different groups (Monday (16:00-18:00), Wednesday (8:00-10:00) and Thursday (10:00-12:00)). Click on GeHoL for further information on the rooms for each week.
CONTACTS:
Lecturer: Yves Dominicy Office: R42.5.222 Email: yves.dominicy@ulb.ac.be (for a meeting send an email!)
Teaching assistant: Elise Petit Office: H4.153 Office hour: Thursday 10:00-12:00 except week 3, 4, 6 and 12. On those weeks the office hour is on Friday 14:00-16:00 Email: elise.lb.petit@ulb.ac.be
Student teaching assistants: Abdelhakim El Allali and Brikeno Elezi