Econometrics ΙΙ

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

CHATZIKONSTANTI VASILIKI

 

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