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MyEducationPath.com :: edX : Introduction à l’économétrie
L'analyse de données quantitatives est devenue aujourd'hui une pratique incontournable dans tous les métiers liés aux sciences sociales. Ces analyses sont utilisées pour comprendre des phénomènes économiques et financiers, décrire la nature de la relation entre des personnes, des objets ou des événements, ou encore anticiper les conséquences d’une décision.
Ce cours vous permettra d’acquérir les premiers concepts nécessaires pour construire rigoureusement des modèles économétriques. Il est constitué de leçons construites à partir de cas pratiques originaux interrogeant la vie quotidienne. Mentionnons parmi d’autres:
Comment réussir une campagne de financement collaboratif ?
Quels sont les déterminants des écarts salariaux entre les hommes et les femmes ?
Existe-t-il encore un lien entre l’inflation et le chômage ?
Peut-on prédire un changement de niveau de risque sur les marchés financiers ?
Existe-t-il un lien entre le niveau de revenu et le sentiment d’être en bonne santé ?
Le salaire est-il la seule motivation économique des travailleurs ?
Le prix de vente des œuvres de Picasso correspond-il à sa valeur de catalogue ?
Ce cours contient huit leçons. Il permet tout d’abord de comprendre l’étendue et les limites de l’utilisation de l’économétrie en sciences sociales. La formation se poursuit en étudiant le modèle linéaire, tout en insistant sur la manière dont la construction d’un tel modèle permet d'identifier et de quantifier diverses relations entre les données mesurées. Il élabore également les propriétés statistiques de l'estimateur de moindres carrés, permettant ensuite de montrer comment il est possible de vérifier ou de tester des hypothèses économiques en pratique. Des leçons particulières sont consacrées à l’analyse de données fréquemment utilisées dans la pratique de l'économétrie, telles que les variables catégorielles et les séries temporelles.
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