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Course Description

Course: STATISTICAL MODELS FOR ECONOMISTS

Code: QNT404

2nd Semester

Tutors: Simos Meintanis

Aims & Objectives:

The course covers topics which is not usually included in the basic courses of Statistics and Econometrics, but which are of special interest to Economics. Emphasis is on theoretical foundations and, whenever possible, on economic applications with the computer.  

Contents:

1. Conditional Volatility models

2. Alternative methods of regression

3. The Bootstrap

Bibliography:

In Greek

1. JJohnston, J Dinardo, «Econometric Methods», Eds. Kleidarithmos.

2.    G. K. Christou, «Introducion to Econometrics» (single volume), Eds. Gutenberg, 2010.

3. Notes