Econometrics ΙΙ

    Course Code: 
    1609
    Semester: 
    6th
    Specialization Courses
    Specialization: Economic Theory and Policy

     

    Course Description

    The course considers various advanced econometrics topics both theoretically and empirically, such as endogeneity and the method of instrumental variables, two stage least squares, generalized method of moments, maximum likelihood, linear probability, probit, and logit discrete choice models, systems of equations, stationary and non-stationary time-series.

     

    Indicative Course Prerequisites: Econometrics Ι