Undergraduate Studies
Academic Year 2025-26
Time Series Analysis
Files and Links
- Course Outline .pdf (Greek)
- Course Outline .pdf (English)
- Full Description @courses.xrh
- Link to e-class
5th or 7th Semester
ΧΡΟΑΧ01
Course id
7,5
ECTS
Special background
Course type
The course aims to highlight the necessity of modern econometric tools in the analysis of financial concepts and phenomena. Specifically, the understanding, application, and analysis of financial data constitute essential skills in the toolkit of the modern economist.
Upon successful completion of the course, students will be able to:
- Use a modern econometric software/tool,
- Analyze the statistical and econometric properties of models,
- Analyze financial data using statistical measures and graphical representations.
- Search, analysis, and synthesis of data and information using the necessary technologies
- Independent work
- Work in an international environment
- Critical and self-critical thinking
- Promotion of free, creative, and inductive thinking
- Basic concepts of statistics (distributions, descriptive statistics)
- Types of data
- Returns and portfolio theory
- Regression analysis (ordinary least squares method, estimators, assumptions, standard error)
- Hypothesis testing
- Multiple linear regression (F-test, R²)
- Principal Component Analysis (PCA)
- Problems in econometric models (diagnostics, correction) – Heteroscedasticity, Autocorrelation, Multicollinearity, Parameter Stability
- Univariate time series models
- Moving average models
- Autoregressive models
- ARMA models
- Modeling and forecasting
