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Course Description


Code: QNT301

Semester: B

Tutor: D. Moschos


Aims & Objectives:

The course focuses on the use of econometric methods for the empirical analysis of specific economic problems and phenomena. The empirical investigation of the problem includes the choice of data, the specification of the econometric model, the application of the appropriate estimation technique and the use of  computer packages for the application of estimation techniques. The emphasis is on the estimation of dynamic econometric relationships.


  1. Dynamic econometric relationships
  2. Non- stationary series and tests of non.stationarity
  3. Cointegration: Cointegration tests and estimation
  4. Error Correction Models
  5. Vector Autoregressive Models
  6. Estimation of dynamic models with emphasis on models of:

a) consumption

b) money demand

c) price determination

d) purchasing power parity

e) international inter-relationships



1.  G. K. Christou, «Introduction to Econometrics», Athens: Gutenberg., 2011.

2. A. Katos, «Econometrics: Theory and Applications», Zygos,  2004.


3. Dimitrios Asteriou and Stephen Hall, Applied Econometrics: A Modern Approach Using Eviews and Microfit, 2007, Palgrave MacMillan.

4. Walter Enders, Applied Econometric Time Series, 2004, Wiley Series in Probability and Statistics.