Advanced Econometrics I intends to provide a solid theoretical background and research skills that are useful in conducting empirical research in the fields of economics and related areas. Therefore, the students will be introduced to the fundemantals of econometric modelling techniques and how these techniques will be utilized in estimating and testing economic, finance and business theories. The students will be encouraged to implement the acquired knowledge via project works.
This course will deal with the analysis and handling of data and the basics of the regression analysis: The simple and multiple regression models, Gauss Markov assumptions, Estimation and hypothesis testing, Ordinary Least Squares estimation, asymptotics, Specification and data problems, heterosekedasticity and autocorrelation.