{"id":2678,"date":"2023-05-25T23:53:07","date_gmt":"2023-05-25T20:53:07","guid":{"rendered":"https:\/\/www.es.ihu.gr\/?post_type=course&#038;p=2678"},"modified":"2023-07-30T11:57:01","modified_gmt":"2023-07-30T08:57:01","slug":"853","status":"publish","type":"course","link":"https:\/\/www.es.ihu.gr\/en\/courses\/853\/","title":{"rendered":"Applied Econometrics"},"author":6,"template":"","meta":[],"semester":[41],"course_type":[14],"acf":{"code":"853","semester":41,"level":"1","teaching_activities":{"activity_1":{"description":"Lectures and Practice Works","weekly_hrs":3,"ects":6},"activity_2":{"description":"","weekly_hrs":"","ects":""},"activity_3":{"description":"","weekly_hrs":"","ects":""},"activity_4":{"description":"","weekly_hrs":"","ects":""},"activity_5":{"description":"","weekly_hrs":"","ects":""}},"type":14,"language":"Greek","erasmus":"\u038c\u03c7\u03b9","url":"https:\/\/elearning.cm.ihu.gr\/course\/view.php?id=116","prerequisites":"","instructors":[1428],"coordinator":"","content":"<ol>\r\n \t<li>Basic concepts in time series analysis.<\/li>\r\n \t<li>ARIMA models.<\/li>\r\n \t<li>ARCH-GARCH models.<\/li>\r\n \t<li>VAR models.<\/li>\r\n \t<li>Non-stationarity. Unit root tests.<\/li>\r\n \t<li>Cointegration.<\/li>\r\n \t<li>Identification.<\/li>\r\n \t<li>Solving models.<\/li>\r\n \t<li>Time-varying coefficient models.<\/li>\r\n \t<li>Models with panel data.<\/li>\r\n \t<li>Dynamically heterogeneous panels.<\/li>\r\n \t<li>Non-stationary panels.<\/li>\r\n \t<li>Case studies.<\/li>\r\n<\/ol>","goals":"The purpose of the course is for students to fully understand the possibilities of an econometric model for the interpretation of various economic phenomena. Depending on each considered case, students will be able to specialize in the appropriate model.\r\n\r\nUpon successful completion of the course, the student will be able to:\r\n<ul>\r\n \t<li>Acquire skills in using computer programs to perform econometric applications.<\/li>\r\n \t<li>Acquire knowledge of advanced econometric models.<\/li>\r\n \t<li>Specialize in time series analysis techniques.<\/li>\r\n<\/ul>","skills":"<ul>\r\n \t<li>Independent work.<\/li>\r\n \t<li>Team work.<\/li>\r\n \t<li>Decision making.<\/li>\r\n \t<li>Production of free, creative and inductive thinking.<\/li>\r\n<\/ul>","teaching_methods":"<ul>\r\n \t<li>In the classroom, face to face.<\/li>\r\n<\/ul>","ict_usage":"<ul>\r\n \t<li>Basic software (windows, word, power point, the web, etc.).<\/li>\r\n \t<li>Support of learning process through the electronic platform \/ e-class.<\/li>\r\n<\/ul>","teaching_organization":{"activity_1":{"description":"Lectures","workload":26},"activity_2":{"description":"Practice works","workload":13},"activity_3":{"description":"Assignment (Essay writing)","workload":20},"activity_4":{"description":"Independent Study","workload":91},"activity_5":{"description":"","workload":""},"activity_6":{"description":"","workload":""}},"students_evaluation":"Written final exams (60%) that may include:\r\n<ul>\r\n \t<li>Judgemental questions.<\/li>\r\n \t<li>Short answer questions.<\/li>\r\n \t<li>Application exercises.<\/li>\r\n \t<li>True\/false and multiple choice questions.<\/li>\r\n \t<li>Composite theoratical questions.<\/li>\r\n<\/ul>\r\nIn each question, corresponding evaluation points are specified.\r\nOptional assignment (Essay writing and presentation) corresponds to 40% of the final grade.","bib_textbooks":"<ol>\r\n \t<li>\u039a\u03b1\u03c4\u03c1\u03b1\u03ba\u03c5\u03bb\u03af\u03b4\u03b7\u03c2 \u039a\u03c9\u03bd\u03c3\u03c4\u03b1\u03bd\u03c4\u03af\u03bd\u03bf\u03c2, \u039a\u03bf\u03bd\u03c4\u03ad\u03bf\u03c2 \u0393\u03b5\u03ce\u03c1\u03b3\u03b9\u03bf\u03c2, \u03a3\u03b1\u03c1\u03b9\u03b1\u03bd\u03bd\u03af\u03b4\u03b7\u03c2 \u039d\u03b9\u03ba\u03cc\u03bb\u03b1\u03bf\u03c2, \u0395\u03b9\u03c3\u03b1\u03b3\u03c9\u03b3\u03ae \u03c3\u03c4\u03b7 \u03c3\u03cd\u03b3\u03c7\u03c1\u03bf\u03bd\u03b7 \u03bf\u03b9\u03ba\u03bf\u03bd\u03bf\u03bc\u03b5\u03c4\u03c1\u03b9\u03ba\u03ae \u03b1\u03bd\u03ac\u03bb\u03c5\u03c3\u03b7, \u03b5\u03ba\u03b4. \u0391\u03bb\u03ad\u03be\u03b1\u03bd\u03b4\u03c1\u03bf\u03c2 \u0399\u039a\u0395, 2017.<\/li>\r\n \t<li>Gujarati, \u039f\u03b9\u03ba\u03bf\u03bd\u03bf\u03bc\u03b5\u03c4\u03c1\u03af\u03b1, \u0391\u03c1\u03c7\u03ad\u03c2 \u03ba\u03b1\u03b9 \u0395\u03c6\u03b1\u03c1\u03bc\u03bf\u03b3\u03ad\u03c2, \u03b5\u03ba\u03b4. \u0391. \u03a4\u03b6\u03b9\u03cc\u03bb\u03b1 &amp; \u03a5\u03b9\u03bf\u03af \u0391.\u0395., 2012.<\/li>\r\n<\/ol>","bib_journals":"<ul>\r\n \t<li>Journal of Econometrics.<\/li>\r\n \t<li>Econometrics.<\/li>\r\n \t<li>The Econometrics Journal.<\/li>\r\n \t<li>Journal of Forecasting.<\/li>\r\n<\/ul>"},"_links":{"self":[{"href":"https:\/\/www.es.ihu.gr\/en\/wp-json\/wp\/v2\/course\/2678"}],"collection":[{"href":"https:\/\/www.es.ihu.gr\/en\/wp-json\/wp\/v2\/course"}],"about":[{"href":"https:\/\/www.es.ihu.gr\/en\/wp-json\/wp\/v2\/types\/course"}],"author":[{"embeddable":true,"href":"https:\/\/www.es.ihu.gr\/en\/wp-json\/wp\/v2\/users\/6"}],"version-history":[{"count":9,"href":"https:\/\/www.es.ihu.gr\/en\/wp-json\/wp\/v2\/course\/2678\/revisions"}],"predecessor-version":[{"id":2853,"href":"https:\/\/www.es.ihu.gr\/en\/wp-json\/wp\/v2\/course\/2678\/revisions\/2853"}],"acf:post":[{"embeddable":true,"href":"https:\/\/www.es.ihu.gr\/en\/wp-json\/wp\/v2\/staff\/1428"}],"acf:term":[{"embeddable":true,"taxonomy":"course_type","href":"https:\/\/www.es.ihu.gr\/en\/wp-json\/wp\/v2\/course_type\/14"},{"embeddable":true,"taxonomy":"semester","href":"https:\/\/www.es.ihu.gr\/en\/wp-json\/wp\/v2\/semester\/41"}],"wp:attachment":[{"href":"https:\/\/www.es.ihu.gr\/en\/wp-json\/wp\/v2\/media?parent=2678"}],"wp:term":[{"taxonomy":"semester","embeddable":true,"href":"https:\/\/www.es.ihu.gr\/en\/wp-json\/wp\/v2\/semester?post=2678"},{"taxonomy":"course_type","embeddable":true,"href":"https:\/\/www.es.ihu.gr\/en\/wp-json\/wp\/v2\/course_type?post=2678"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}