Aikaterini Kyriazidou
Program Head of MSc in Economics; Professor of Economics
Affiliation: NYU Abu Dhabi
Education: BA University of Athens; MA Northwestern University; PhD Northwestern University
Research Areas: Econometrics; Applied economics

Aikaterini Kyriazidou is an econometrician with contributions in the theory of panel data and limited dependent variable model estimation and testing, as well as various applied economics fields, such as Marketing, Finance, and Labor Economics. Kyriazidou was awarded the Arnold Zellner Award for the Μost Οutstanding Τhesis in Business and Economic Statistics. She was the recipient of the Alfred P. Sloan Fellowship and of various national research grants such as from the NSF and the Greek Government. Kyriazidou served as member of the Social Sciences and Humanities Evaluation Committee, European Research Council (ERC), as member of the Research Council of Greece in the Social Sciences, as member of the Program Committee of the Econometric Society, as Co-editor of the Econometric Journal, and as Associate Editor of the Journal of Economic and Business Statistics.
Courses Taught
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The main goal of the course is to provide an introduction to probability theory and statistics with an emphasis on the concepts and tools that are necessary for econometrics, such as best linear prediction, conditional distributions and expectation functions, and large sample theory. The course aims at training students to apply but also question the validity of conventional statistical techniques. We study the problem of choosing estimators, including a comparison of various criteria for ranking estimators, and the classical approach to hypothesis testing and interval estimation. The course also offers a brief introduction to data analysis and statistical learning. This 4-credit course (70 contact hours) counts towards the Master of Science in Economics. Prerequisites are knowledge of the material covered in ECON-GH 5000 Math Camp. This course has to be taken after or concurrently with ECON-GH 5900 Mathematics.
Previously taught: Fall 2020, Fall 2021, Fall 2022, Fall 2023, Fall 2024
This course appears in...
- Masters Programs > Economics MSc
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The goal of this course is to develop in detail the theoretical underpinnings of the linear regression model which forms the cornerstone of theoretical and applied econometric research. The course will also introduce advanced econometric methods for cross-sectional, panel and time series data, such as Maximum Likelihood and Generalized Method of Moments, as they apply to several linear and nonlinear econometric models.
Prerequisites: ECON-GH 5200 and ECON-GH 5900
Previously taught: Spring 2021, Spring 2022, Spring 2023, Spring 2024
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Spring 2025;
14 Weeks
Aikaterini Kyriazidou - TR 15:35 - 16:50 Taught in Abu Dhabi -
Spring 2025;
14 Weeks
TR 17:00 - 18:15 Taught in Abu Dhabi
This course appears in...
- Masters Programs > Economics MSc
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Spring 2025;
14 Weeks
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Social Science research and policy analysis rely heavily on observational data. Students learn to analyze such data and apply appropriate statistical techniques to address various empirical questions. Topics include multivariate regression and classification analysis as well as time series modeling and forecasting. The course emphasizes applications of these techniques using statistical software.
Prerequisites: SOCSC-UH 1010Q and (MATH-UH 1013Q or SOCSC-UH 1101)
Previously taught: Fall 2018, Spring 2019, Fall 2019, Spring 2020, Fall 2020, Spring 2021, Fall 2021, Spring 2022, Fall 2022, Spring 2023, Fall 2023, Spring 2024, Summer 2024, Fall 2024
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Spring 2025;
14 Weeks
Veda Narasimhan - TR 09:55 - 11:10 Taught in Abu Dhabi -
Spring 2025;
14 Weeks
F 14:20 - 15:35 Taught in Abu Dhabi -
Spring 2025;
14 Weeks
W 15:35 - 16:50 Taught in Abu Dhabi -
Spring 2025;
14 Weeks
Veda Narasimhan - TR 14:10 - 15:25 Taught in Abu Dhabi -
Spring 2025;
14 Weeks
W 17:00 - 18:15 Taught in Abu Dhabi -
Fall 2025;
14 Weeks
R 17:00 - 18:15 Taught in Abu Dhabi -
Fall 2025;
14 Weeks
F 08:00 - 09:15 Taught in Abu Dhabi -
Fall 2025;
14 Weeks
Pauline Corblet - TR 08:30 - 09:45 Taught in Abu Dhabi -
Fall 2025;
14 Weeks
Pauline Corblet - TR 09:55 - 11:10 Taught in Abu Dhabi -
Fall 2025;
14 Weeks
F 09:25 - 10:40 Taught in Abu Dhabi
This course appears in...
- Majors > Business, Organizations and Society > Methods and Analytics Electives
- Majors > Economics
- Majors > Political Science > Methods Electives
- Majors > Social Research and Public Policy > Methods Electives
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Spring 2025;
14 Weeks
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The course presents advanced econometric methods for cross-sectional, time series and panel data. It introduces estimation methods such as Maximum Likelihood and Generalized Method of Moments for univariate and multivariate linear and nonlinear micro-econometric models, including discrete choice, censored regression and sample selection models. Attention is next turned to time series models, such as stationary ARMA and autoregressive distributed lag models with dynamic causal effects, and issues that arise when nonstationarity is present, such as structural breaks, trends, unit roots and cointegration. The course proceeds to introduce static and dynamic panel data models along with appropriate methodology such as fixed and random effects. It finally considers methods for high-dimensional ("big") data, such as regularization, principal component and factor analysis, and offers an introduction to non-parametric estimation. The students will apply the methods to real data using appropriate econometric packages such as STATA and R.
Prerequisite: SOCSC-UH 3220
Previously taught: Fall 2019
This course appears in...
- Majors > Economics > Data Science and Econometrics Track
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This course focuses on the application of statistics and economic theory to problems of formulating and estimating models of economic behavior. Matrix algebra is developed as the main tool of analysis in regression. The course acquaints students with basic estimation theory and techniques in the regression framework and covers extensions such as specification error tests, heteroscedasticity, errors in variables, and simple time series models. An introduction to simultaneous equation modes and the concept of identification is also provided.
Prerequisites: ECON-UH 2020 and (MATH-UH 1021 or SOCSC-UH 1201)
Previously taught: Fall 2016, Spring 2017, Fall 2017, Spring 2018, Fall 2018, Spring 2019, Fall 2019, Spring 2020, Fall 2020, Spring 2021, Fall 2021, Spring 2022, Fall 2022, Spring 2023, Fall 2023, Spring 2024, Fall 2024
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Spring 2025;
14 Weeks
W 14:10 - 15:25 Taught in Abu Dhabi -
Spring 2025;
14 Weeks
Aikaterini Kyriazidou - TR 14:10 - 15:25 Taught in Abu Dhabi -
Spring 2025;
14 Weeks
F 14:20 - 15:35 Taught in Abu Dhabi -
Spring 2025;
14 Weeks
R 11:20 - 12:35 Taught in Abu Dhabi -
Spring 2025;
14 Weeks
Valentina Corradi - MW 09:55 - 11:10 Taught in Abu Dhabi -
Fall 2025;
14 Weeks
F 09:25 - 10:40 Taught in Abu Dhabi -
Fall 2025;
14 Weeks
F 08:00 - 09:15 Taught in Abu Dhabi -
Fall 2025;
14 Weeks
Aikaterini Kyriazidou - TR 14:10 - 15:25 Taught in Abu Dhabi -
Fall 2025;
14 Weeks
Aikaterini Kyriazidou - TR 15:35 - 16:50 Taught in Abu Dhabi -
Fall 2025;
14 Weeks
R 08:30 - 09:45 Taught in Abu Dhabi
This course appears in...
- Majors > Economics
- Majors > Political Science > Methods Electives
- Majors > Social Research and Public Policy > Methods Electives
- Minors > Economics
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Spring 2025;
14 Weeks