Παρουσίαση/Προβολή

(OIK413) -  ΙΩΑΝΝΗΣ ΒΡΟΝΤΟΣ

Περιγραφή Μαθήματος

The course introduces and presents the fundamental theory of statistical and econometric models, methods and techniques, which are necessary in the research and empirical analysis of economic and financial data. First, the theory of regression models, single and multiple linear regression, is presented. The variable/model selection problem, the use of dummy variables, and the problem of multicollinearity are examined. Emphasis is given on the application of the theory, estimation of the model parameters, examination of the assumptions of residuals using diagnostic tests, and the interpretation of results. The theory and empirical application of time series models are introduced and presented in detail, and the Box-Jenkins methodology is developed. The course introduces the generalized linear models (logit/probit and log-linear models) used for the analysis of binomial and Poisson data, respectively. Break-point models and the corresponding tests for structural changes in economic data are presented and developed. Finally, panel data models, and the techniques for estimating their parameters are presented. The underline theory, methods and models are implemented to empirical economic and financial problems using the statistical package R.

Ημερομηνία δημιουργίας

Τετάρτη, 17 Νοεμβρίου 2021