Description du contenu de l'enseignement :
The objective is to know and understand econometrics as well as the operational implementation on the free software Gretl or R. If some theoretical aspects are studied, the focus is more on the acquisition of a scientific approach.
How to build an econometric model and how to use it?
The (simple and multiple) linear regression model
Inference, hypothesis testing and prediction
Specification and diagnostic testing (heteroskedasticity, autocorrelation, model specification)