Advanced Econometrics II aims at providing advanced econometric skills in the forms of modern time series and panel data. To this end, the students will be encouraged to undertake projects so that they can practice their econometric knowledge with an appropriate econometric software.

Dummy variable models, Logit/Probit models, Unit root testing, different Cointegration techniques, ,Error correction models, ARCH and GARCH modeling, panel econometric techniques, different causality analyses will be taught.