Undergraduate Econometrics I, Undergraduate Econometrics II, Undergraduate Applied Econometrics, Econometrics at Master Level, and Econometrics at PhD Level
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.
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.
-James H. Stock and Mark W. Watson (2007), Introduction to Econometrics: International Edition, Addison-Wesley, Boston.
- Eviews, RATS, and Stata Software Manuals.
-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.
Midterm 30% and Final 70%
Semester Course Plan
Theoretical Economic Models
Review of Econometric Models I
Review of Econometric Models II
Econometric Software I: E-views
Econometric Software II: E-views
Econometric Software III: RATS
Econometric Software IV: RATS
Econometric Software V: Stata
Econometric Software VI: Stata
Data Collection and Preparation for the Analysis
Calculation of Econometric Models by Employing E-views
Calculation of Econometric Models by Employing RATS
Calculation of Econometric Models by Employing Stata
Assessment of Model Results in the Framework of Economic Theory