Econometrics II builds on the basic knowledge acquired in Econometrics I. The main purpose of the course is to improve students' understanding and application of econometric techniques. This course aims to enhance students' knowledge of econometric theory, focusing on advanced topics, to introduce and explore more complex econometric models, and to develop students' ability to specify, estimate, and validate advanced econometric models, fostering a deeper understanding of model diagnostics and robustness checks.

Econometrics II is designed to advance students' understanding of econometric techniques and their applications in empirical research. Building on the foundational concepts covered in Econometrics I, this course delves into more sophisticated models and methods. The key topics covered include: heteroscedasticity, autocorrelation, and multicollinearity. By the end of Econometrics II, students will have advanced their econometric knowledge and skills, empowering them to conduct rigorous empirical research and to apply econometric techniques to complex economic problems in both academic and professional contexts.