ECONOMETRICS
| Title | ΟΙΚΟΝΟΜΕΤΡΙΑ / ECONOMETRICS |
| Code | ΠΑ03 |
| Faculty | Social and Economic Sciences |
| School | Economics |
| Cycle / Level | 2nd / Postgraduate |
| Teaching Period | Winter |
| Coordinator | Konstantinos Katrakylidis |
| Common | No |
| Status | Active |
| Course ID | 100001192 |
Programme of Study: PPS Administration and Economy (2013-today)
Registered students: 20
| Orientation | Attendance Type | Semester | Year | ECTS |
|---|---|---|---|---|
| Economic and Regional Development | Compulsory Course | 1 | 1 | 6 |
| International and European Economics | Compulsory Course | 1 | 1 | 6 |
| Academic Year | 2016 – 2017 |
| Class Period | Winter |
| Faculty Instructors |
|
| Weekly Hours | 3 |
| Class ID | 600060760
|
Course Type 2016-2020
- Background
Course Type 2011-2015
General Foundation
Mode of Delivery
- Face to face
Digital Course Content
- e-Study Guide https://qa.auth.gr/en/class/1/600060760
- At the Website of the School:
Language of Instruction
- Greek (Instruction, Examination)
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)
• Multiple regression models: least squares estimation, correlated omitted
variable problem, dummy variables, heteroscedasticity,
multicollinearity.
• Endogeneity problems: Hausman test, two stage least squares
estimation, instrumental variables estimation.
• Simultaneous equation models: two- and three-stage least squares
estimation, generalized method of moments (GMM) estimation,
identification problem
• Methods for time series data: autocorrelation, ARCH, unit roots,
cointegration, vector autoregressive (VAR) models
• Qualitative and limited dependent variable models: logit/ probit models,
self-selection models, Tobit model.
• Panel data models: fixed vs random effects models.
Course Organization
| Activities | Workload | ECTS | Individual | Teamwork | Erasmus |
|---|---|---|---|---|---|
| Lectures | 26 | ✓ | |||
| Seminars | ✓ | ||||
| Laboratory Work | 13 | ✓ | |||
| Written assigments | ✓ | ||||
| Total | 39 |
Student Assessment
Student Assessment methods
- Written Exam with Short Answer Questions (Summative)
- Written Assignment (Summative)
- Performance / Staging (Summative)
Last Update
24-09-2013
