Postgraduate - UnitETF9200 - Applied econometrics

Refer to the specific census and withdrawal dates for the semester(s) in which this unit is offered.

Synopsis

This unit presents econometric models and techniques that are widely used in applied econometrics. The topics covered are

1. linear regression models with random regressors, method of moments and instrumental variables estimations,
2. simultaneous equations models,
3. models for time-series data,
4. introduction to maximum likelihood estimation,
5. models for discrete dependent variables and
6. models for panel data. EViews computer software is used to carry out data analysis and estimation.

Outcomes

The learning goals associated with this unit are to:

1. conduct statistical inference in linear regression models with random regressors using the method of moments and the instrumental variables estimators.
2. conduct statistical inference for simultaneous equations models.
3. understand the statistical properties of nonstationary macroeconomic time series data and how to model the long-run relationships among co-integrated time series.
4. conduct statistical inference in models with discrete dependent variables.
5. conduct statistical inference in panel data models.

Assessment

Within semester assessment: 35%
Examination (2 hours): 65%

Chief examiner(s)

Semester 1: Vasilis SarafidisSemester 2: Anastasios Panagiotelis

Contact hours

3 hours per week

Prerequisites

Students must be enrolled in course codes 3816 or 3822 or 4412 or must have passed ETF2100 or ETF9100.

Prohibitions

ETC3410 and ETF3200