Students are expected to be equipped with basics of linear regression, use of empirical data and modeling. Models will be discussed in line with underlying assumptions and implications of their violation. Econometric software packages will be used as tools of quantitative analysis.

Textbooks (Required):

J. M. Wooldridge, Introductory Econometrics : A Modern Approach, 4th edition, South-Western.

C. Dougherty, Introduction to Econometrics, 4th edition, Oxford University Press.

Course Assesment:

The course will be assessed via one midterm (40%) and one final examination (60%).

Course Outline:

1st week: Nature of Econometrics and Economic Data

2nd week: The Simple Linear Regression Model

3rd week: Properties of Regression Coefficients and Hypothesis Testing

4th week : Multiple Regression Analysis: Estimation

5th week : Multiple Regression Analysis: Inference

6th week: Multiple Regression Analysis: OLS Asymptotics

Midterm Week

8th week: Transformation of variables

9th week: Estimation with Dummy Variables

10th week: Heteroscedasticity

11th week: Model Specification

12th week: More on Specification and Data Issues

Final week

Students are expected to be equipped with basics of probability theory and distribution theory. Statistical software packages will be used as tools of quantitative analysis.

Textbooks (Required):

I.Miller and M. Miller, John. E. Freund’s Mathematical Statistics with Applications, 8th edition, Pearson.

D. Wackerly, R. L. Scheaffer, W. Mendenhall, Mathematical Statistics with Applications, 7th edition, Duxbury .

Course Assesment:

The course will be assessed via one midterm (40%) and one final examination (60%).

Course Outline:

1st week: Combinatorial Methods and Binomial Coefficients

2nd week: Probability

3rd week: Probability Distributions and Probability Densities

4th week: Probability Distributions and Probability Densities

5th week: Mathematical Expectation

6th week: Moment Generating Functions

Midterm Week

8th week: Special Probability Distributions

9th week: Special Probability Densities

10th week: Examples of Special Distributions and Densities

11th week: Functions of Random Variables

12th week: Functions of Random Variables

Final week

Students are expected to be equipped with further issues of linear regression and other modeling techniques. Models will be discussed in line with underlying assumptions and implications of their violation. Econometric software packages will be used as tools of quantitative analysis.

Textbooks (Required):

J. M. Wooldridge, Introductory Econometrics: A Modern Approach, 4th edition, South-Western.

C. Dougherty, Introduction to Econometrics, 4th edition, Oxford University Press.

Course Assesment:

The course will be assessed via one midterm (40%) and one final examination (60%).

Course Outline:

1st week: Basic Regression Analysis with Time Series Data

2nd week: Future Issues in Using OLS with Time Series Data

3rd week: Serial Correlation and Heteroskedasticity in Time Series Regressions

4th week: Pooling Cross Sections across Time: Simple Panel Data Methods

5th week: Advanced Panel Data Methods

6th week: Advanced Panel Data Methods

Midterm Week

8th week: Structural Change

9th week: Instrumental Variables Estimation and Two Stage Least Squares

10th week: Simultaneous Equations Models

11th week: Binary Choice and Limited Dependent Variable Models

12th week: Sample Selection Correction

Final week

Students are expected to be equipped with basics of point estimation, interval estimation and hypothesis testing. A very preliminary introduction to regression analysis will be presented. Statistical software packages will be used as tools of quantitative analysis.

Textbooks (Required):

I.Miller and M. Miller, John. E. Freund’s Mathematical Statistics with Applications, 8th edition, Pearson.

D. Wackerly, R. L. Scheaffer, W. Mendenhall, Mathematical Statistics with Applications, 7th edition, Duxbury

Course Assesment:

The course will be assessed via one midterm (40%) and one final examination (60%).

Course Outline:

1st week: Sampling Distributions

2nd week: Sampling Distributions

3rd week: Properties of Estimators

4th week: The Method of Moments and Method of Maximum Likelihood

5th week: Interval Estimation

6th week: Interval Estimation

Midterm Week

8th week: Hypothesis Testing

9th week: Hypothesis Testing

10th week: Regression and Correlation

11th week: Design and Analysis of Experiments

12th week: Nonparametric Tests

Final week

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