Prerequisite (s)
Undergraduate Econometrics I, Undergraduate Econometrics II, Undergraduate Applied Econometrics, Econometrics at Master Level, and Econometrics at PhD Level
Course Aim
This course teaches how to test economic models by employing econometric models applied on collected data, and how to assess results obtained from the econometric models.
Course Goals
Learning how to construct economic models
Learning how to construct econometric models
Learning how to use Econometric Software
Learning how to Collect Data and Prepare for the Analysis
Learning how to Compute Econometric Models
Learning how to Evaluate Results Obtained from the Computation of Econometric Models
Course Learning Outputs and Proficiencies
The main learning output of this course is to teach how to test economic theories by employing econometric models. The course views teaching econometric software as the most important learning output.
Required Readings:
-James H. Stock and Mark W. Watson (2007), Introduction to Econometrics: International Edition, Addison-Wesley, Boston.
- Eviews, RATS, and Stata Software Manuals.
Suggested Readings:
-James D. Hamilton (1994), Times Series Analysis, Princeton University Pres, New Jersey.
-Myoung-Jae Lee (2002), Panel Data Econometrics: Methods-of-moments and Limited Dependent Variables, Academic Press, San Diego.
Assessment Criteria
Midterm 30% and Final 70%
Semester Course Plan
Week/Subjects
1
Theoretical Economic Models
2
Review of Econometric Models I
3
Review of Econometric Models II
4
Econometric Software I: E-views
5
Econometric Software II: E-views
6
Econometric Software III: RATS
7
Econometric Software IV: RATS
8
Econometric Software V: Stata
9
Econometric Software VI: Stata
10
Data Collection and Preparation for the Analysis
11
Calculation of Econometric Models by Employing E-views
12
Calculation of Econometric Models by Employing RATS
13
Calculation of Econometric Models by Employing Stata
14
Assessment of Model Results in the Framework of Economic Theory
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