TOPICS IN ECONOMETRICS

Course Information
TitleΕΙΔΙΚΑ ΘΕΜΑΤΑ ΟΙΚΟΝΟΜΕΤΡΙΑΣ / TOPICS IN ECONOMETRICS
CodeΜΠΥ6
FacultySocial and Economic Sciences
SchoolEconomics
Cycle / Level2nd / Postgraduate
Teaching PeriodSpring
CoordinatorKonstantinos Katrakylidis
CommonNo
StatusActive
Course ID600012687

Class Information
Academic Year2017 – 2018
Class PeriodSpring
Faculty Instructors
Weekly Hours3
Class ID
600054185
Course Type 2016-2020
  • Background
  • Scientific Area
Course Type 2011-2015
Specific Foundation / Core
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
Students who complete this course WILL be -familiar with the tools, techniques and methods of empirical economics -able to understand how to postulate and test hypotheses related to economic issues or problems -able to use statistical software to estimate regression models -able to analyze the strengths and weaknesses of the basic regression mode -able to understand and evaluate key findings in published economic research from a wide range of sources -able to apply their understanding of core concepts and quantitative tools to analyze and research real world problems -able to evaluate alternative economic policy proposals
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)
-UNIVARIATE TIME SERIES MODELS (AR, ARMA, ARCH, GARCH) -CONCEPT AND TESTS OF STATIONARITY -STATIONARITY TESTS WITH STRUCTURAL BREAKS -CONCEPT AND TESTS OF GRANGER CAUSALITY -VECTOR AUTOREGRESSION MODELS (VAR) -CONCEPT AND TESTS OF LINEAR COINTEGRATION -ERROR CORRECTION MODELS -METHODS OF NON-LINEAR (ASYMMETRIC) COINTEGRATION -STATIONARITY TESTS IN PANEL DATA MODELS -COINTEGRATION TESTS IN PANEL DATA MODELS -THE GENERALIZED METHOD OF MOMENTS (GMM)
Keywords
TIME SERIES ANALYSIS, COINEGRATION, PANEL COINTEGRATION
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