Econometrics

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Course Name: Econometrics

Teachers: Nikolaos Kourogenis

School: Finance and Statistics

Department: Banking and Financial Management

Level: Undergraduate

Course ID: ΧΡΟΙΜ01 Semester: 4th

Course Type: Core Course

Prerequisites: –

Teaching and Exams Language: Greek

Course Availability to Erasmus Students: Yes

Course webpage: 

Specific Teaching Activities

Weekly Teaching Hours
Credit Units
Lectures
4
7.5

Course Content

The course covers the following sections:

1) The nature of Econometrics and of the data in economics.

2) The simple regression model.

3) Multiple Regression Analysis: Estimation, Inference, Asymptotic Properties of Least Squares, Logarithmic Functional forms

4) Implications of multicollinearity

5) The omitted variable problem

6) Qualitative information: binary (or dummy) variables

7) Heteroskedasticity: definition, implications and how to resolve them.

8) The Logit and Probit models

Teaching Results

Skills

Teaching and Learning Methods - Evaluation

Lecture: Ιn Class

Use of Information and Communication Technologies: Use of PowerPoint

Teaching Analysis: 

Activity

Semester Workload
Lectures
52
Studying
135.5
Total
187.5

Student Evaluation:

Recommended Bibliography

Bibliography

  • Introductory Econometrics: A modern approach (4th edition – translated in Greek) by J. Wooldridge
  • Unified quantitative methods in economics (in Greek), by N. Pittis