ADVANCED ECONOMETRICS

Course Information
TitleΠΡΟΧΩΡΗΜΕΝΗ ΟΙΚΟΝΟΜΕΤΡΙΑ / ADVANCED ECONOMETRICS
CodeΜΠΥ3
FacultySocial and Economic Sciences
SchoolEconomics
Cycle / Level2nd / Postgraduate
Teaching PeriodWinter
CoordinatorKonstantinos Katrakylidis
CommonNo
StatusActive
Course ID600012684

Class Information
Academic Year2017 – 2018
Class PeriodWinter
Faculty Instructors
Weekly Hours3
Class ID
600054160
Mode of Delivery
  • Face to face
Digital Course Content
Erasmus
The course is also offered to exchange programme students.
Language of Instruction
  • Greek (Instruction, Examination)
Learning Outcomes
-ΤΗΕ ΤWO-VARIABLE LINEAR REGRESSION MODEL -THE MULTIVARIATE LINEAR REGRESSION MODEL -PROPERTIES OF ESTIMATORS -DIAGNOSTICS AND INFERENCE -TESTS OF GOOD FUNCTIONAL SPECIFICATION -THE USE OF DUMMY VARIABLES -LOGIT AND PROBIT MODELS -THE SUR METHOD -THE METHOD OF INSTRUMENTAL VARIABLES (IV) -SYSTEMS OF EQUATIONS -ESTIMATION METHODS FOR SIMULTANEOUS EQUATIONS SYSTEMS (2SLS, 3SLS, FIML) -DYNAMIC SYSTEMS -PANEL DATA MODELS -ESTIMATION METHODS FOR PANEL DATA MODELS(POOLED, FIXED EFFECTS, RANDOM EFFECTS)
General Competences
  • Apply knowledge in practice
  • Retrieve, analyse and synthesise data and information, with the use of necessary technologies
  • Adapt to new situations
  • Make decisions
  • Work autonomously
  • Work in teams
  • Work in an international context
  • Work in an interdisciplinary team
  • Generate new research ideas
  • Design and manage projects
Course Content (Syllabus)
-ΤΗΕ ΤWO-VARIABLE LINEAR REGRESSION MODEL -THE MULTIVARIATE LINEAR REGRESSION MODEL -PROPERTIES OF ESTIMATORS -DIAGNOSTICS AND INFERENCE -TESTS OF GOOD FUNCTIONAL SPECIFICATION -THE USE OF DUMMY VARIABLES -LOGIT AND PROBIT MODELS -THE SUR METHOD -THE METHOD OF INSTRUMENTAL VARIABLES (IV) -SYSTEMS OF EQUATIONS -ESTIMATION METHODS FOR SIMULTANEOUS EQUATIONS SYSTEMS (2SLS, 3SLS, FIML) -DYNAMIC SYSTEMS -PANEL DATA MODELS -ESTIMATION METHODS FOR PANEL DATA MODELS(POOLED, FIXED EFFECTS, RANDOM EFFECTS)
Keywords
REGRESSION, DIAGNOSTIC TESTS, SYSTEMS OF EQUATIONS, PANEL MODELS
Educational Material Types
  • Notes
  • Slide presentations
  • Book
Use of Information and Communication Technologies
Use of ICT
  • Use of ICT in Course Teaching
  • Use of ICT in Laboratory Teaching
  • Use of ICT in Communication with Students
  • Use of ICT in Student Assessment
Course Organization
ActivitiesWorkloadECTSIndividualTeamworkErasmus
Lectures702.3
Laboratory Work401.3
Reading Assigment301
Written assigments401.3
Total1806
Student Assessment
Description
Written exams 70% research project 30%
Student Assessment methods
  • Written Exam with Extended Answer Questions (Summative)
  • Written Assignment (Summative)
  • Written Exam with Problem Solving (Summative)
  • Labortatory Assignment (Summative)
Bibliography
Course Bibliography (Eudoxus)
ΕΙΣΑΓΩΓΗ ΣΤΗΝ ΟΙΚΟΝΟΜΕΤΡΙΑ ΚΑΤΡΑΚΥΛΙΔΗΣ Κ. - ΤΑΜΠΑΚΗΣ Ν. ΕΚΔΟΣΕΙΣ ΖΥΓΟΣ 2011 ΟΙΚΟΝΟΜΕΤΡΙΑ. ΘΕΩΡΙΑ ΚΑΙ ΕΦΑΡΜΟΓΕΣ ΚΑΤΟΣ Α. ΕΚΔΟΣΕΙΣ ΖΥΓΟΣ 2004
Additional bibliography for study
BASIC ECONOMETRICS D. GUJARATI McGRAW-HILL 1995 MODERN ECONOMETRICS R. THOMAS PRENTICE HALL 1997 APPLIED ECONOMETRIC TIME SERIES W. ENDERS WILEY 1995
Last Update
27-03-2017