ECON7003
ECON7003
ADVANCED ECONOMETRICS
ADVANCED ECONOMETRICS
ECON 7003- (MA) - Fall Term Course
This course introduces students to the basics of econometrics, equips them with practical skills using EViews and STATA, and provides the foundation to apply econometric methods in research articles and master’s theses. The course emphasizes both theoretical understanding and empirical applications, ensuring students gain hands-on experience with real datasets.
Class Hours: TBA
Class: TBA
Schedule 2025-2026*
Week 01: Introduction to Econometrics
Week 02: Classical Linear Regression Model
Week 03 - Multiple Regression
Week 04 - Violating the Assumptions of the CLRM - I
Week 05 - Violating the Assumptions of the CLRM - II
Week 06 - Dummy Variables and Categorical Data
Week 07 - Introduction to Time-Series Econometrics
Week 08 - Cointegration and Error-Correction Models
Week 09 - VAR and System Estimation Methods
Week 10 - Instrumental Variable Methods
Week 11 - Nonlinear Models
Week 12 - Introduction to Panel Data Models
Week 13 - Applications
Week 14 - Applications
Midterm: 10.11.2025 - 16.11.2025
Final: 12.01.2026 - 25.01.2026
* There may be minor changes in the schedule.