Econometrics

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Title: 
Econometrics
Course ID: 
ΟΙ0114
Course Description: 
Semester: 
5th
Διδάσκων: 
ΕCTS: 
5
Compulsory
Description: 
  1. The principles of econometric modeling
  2. The classical linear model and its assumptions
  3. The OLS estimator in multiple regression, OLS estimator properties
  4. Τhe sampling distribution of the OLS estimators, Gauss-Markov Theorem
  5. Analysis of variance, coefficient of determination as a measure of fit
  6. Hypothesis tests and confidence intervals in multiple regression
  7. Extensions of the linear model: nonlinear regression models and models with dummies
  8. Multicollinearity
  9. Violating the assumption of the normality of the error distribution
  10. Heteroscedasticity (the nature of the problem, reasons, consequences, identification, and fixes)
Class schedule: 
Πέμπτη, 09:00-12.00
Recommended Reading:
  1. Christou G., Introduction to Econometrics, Vol.Α’, Gutenberg (in Greek)
  2. Chalkos G., Econometrics. Theory and Practice, Minitab, SPSS & Excel», Gkiouras (in Greek)
  3. Kintis A., Applications of econometrics, Sbilias (in Greek)