Econometrics II

This course (6th semester, 5 ECTS) continues Econometrics I, examining complex econometric issues such as autocorrelation, multicollinearity, heteroscedasticity, and time series models (stationarity, cointegration). It also covers non-linear models (Probit-Logit) and simultaneous equation models, with emphasis on model specification and diagnostic tests. It aims to develop critical thinking and the ability to address and solve economic problems through model development. Assessment is via a two-hour written exam including theory, methodological tools, and problem-solving, while the course is also offered in English for Erasmus students.