Advanced Econometrics 1.

Course Term: 
2nd year
ECTS credits: 
Course Description: 

The main aim of this course is to provide the students with an advanced training in econometric theory. Students successfully completing this course should be able to apply most of the modern econometric tools in empirical studies and, also, to understand and evaluate new research
results in many important areas of econometrics.

Learning Outcomes: 

Learning Outcomes

i)             Development of analytical skills to a level where students can evaluate critically any econometrics research output and design and carry out themselves such research projects.

ii)            Development of technical skills which enable students to understand and apply highly sophisticated econometric tools.

iii) Development of computer programming skills in order to be able to implement their technical knowledge in practice and, finally,

iv) Development of individual time management of learning, through frequent and individualized assessment.



There will be 5-6 individualized assignments during the term (frequently involving programing in Gauss/Matlab or similar) with a total of 50% weight in the assessment, and a final examination with also 50% weight. In order to get the minimum pass grade (C+) for the course, at least 50% of the marks must be obtained in both components of the assessment (assignments and final exam).


Pre-requisites: For doctoral students compulsory core course. For second year MA students A or A- in Intermediate Econometrics to enroll in this course. Upon the agreement of the Lecturer, in special cases and limited numbers, students can enroll with a B+.

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