APPLIED ECONOMETRICS
| Title | ΕΦΑΡΜΟΣΜΕΝΗ ΟΙΚΟΝΟΜΕΤΡΙΑ / APPLIED ECONOMETRICS |
| Code | ΕΔΥ04 |
| Faculty | Social and Economic Sciences |
| School | Economics |
| Cycle / Level | 2nd / Postgraduate |
| Teaching Period | Winter/Spring |
| Coordinator | Emmanouil Trachanas |
| Common | No |
| Status | Active |
| Course ID | 600026518 |
Programme of Study: Data Science in Economics and Finance
Registered students: 0
| Orientation | Attendance Type | Semester | Year | ECTS |
|---|---|---|---|---|
| Core | Compulsory Course | 1 | 1 | 6 |
| Academic Year | 2025 – 2026 |
| Class Period | Winter |
| Faculty Instructors | |
| Class ID | 600273584
|
Course Type 2021
Specific Foundation
Mode of Delivery
- Face to face
- Distance learning
Digital Course Content
- e-Study Guide https://qa.auth.gr/en/class/1/600273584
Language of Instruction
- Greek (Instruction, Examination)
Learning Outcomes
Upon successful completion of the course, students will be able to: 1. Apply classical and advanced econometric methodologies. 2. Interpret the results of econometric analysis conducted using computer software. 3. Interpret and evaluate research findings reported in academic journals and books.
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 an interdisciplinary team
Course Content (Syllabus)
Indicative module content: The simple linear model, the multivariate linear model, diagnostic tests and inference, tests of the appropriateness of the functional form, the use of dummy variables, the concept of stationarity, unit root tests, unit root tests with structural changes, Granger causality concept and tests, vector autoregression models (VAR), linear cointegration tests, error correction models (ECM, VECM), logit and probit models, traditional panel models (pooled, fixed effects, random effects)
Keywords
Econometrics
Educational Material Types
- 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
| Activities | Workload | ECTS | Individual | Teamwork | Erasmus |
|---|---|---|---|---|---|
| Lectures | 39 | ✓ | |||
| Reading Assigment | 81 | ✓ | |||
| Written assigments | 60 | ✓ | |||
| Total | 180 |
Student Assessment
Description
Individual coursework
Student Assessment methods
- Written Assignment (Summative)
Bibliography
Additional bibliography for study
Asteriou, D., & Hall, S.G. (2021). Applied econometrics. Bloomsbury Publishing.
Hanck, C., Arnold, M., Gerber, A., Schmelzer, M. (2024). Introduction to econometrics with R. 2024-02-13. University of Duisburg-Essen.
Heiss, F. (2020). Using R for introductory econometrics. CreateSpace Independent Publishing Platform.
Kleiber, C., & Zeileis, A. (2008). Applied econometrics with R. Springer Science & Business Media.
Hill, R.C., Griffiths, W.H., Lim, G.C. (2018) Principles of econometrics. 5th edn. John Wiley and Sons.
Stock, H.J. and Watson, M.W. (2020) Introduction to econometrics. 4th global edn. Pearson.
Last Update
04-09-2025
