Title
Econometrics
Course ID
ΟΙ0114
Course Description
Semester
5
Period
Winter
Instructor
ΕCTS
5
Κατηγορία
Compulsory
Description
- The principles of econometric modeling
- The classical linear model and its assumptions
- The OLS estimator in multiple regression, OLS estimator properties
- Τhe sampling distribution of the OLS estimators, Gauss-Markov Theorem
- Analysis of variance, coefficient of determination as a measure of fit
- Hypothesis tests and confidence intervals in multiple regression
- Extensions of the linear model: nonlinear regression models and models with dummies
- Multicollinearity
- Violating the assumption of the normality of the error distribution
- Heteroscedasticity (the nature of the problem, reasons, consequences, identification, and fixes)
Class schedule
Πέμπτη, 09:00-12.00
Recommended Reading
- Christou G., Introduction to Econometrics, Vol.Α’, Gutenberg (in Greek)
- Chalkos G., Econometrics. Theory and Practice, Minitab, SPSS & Excel», Gkiouras (in Greek)
- Kintis A., Applications of econometrics, Sbilias (in Greek)
Useful Links