Econometrics
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