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Indian Institute of Technology, Kharagpur

Applied Econometrics

Indian Institute of Technology, Kharagpur and NPTEL via Swayam

Overview

Unique value added by this present course is that it will teach the students from data collection to conclusion of a study using econometric techniques. Second, it will delve deep into experiments in the field of Economics. Experimental Economics is a thriving area in the field of Economics.INTENDED AUDIENCE : Management, Humanities, Economics, Industrial EngineeringPREREQUISITES : Higher Secondary Level Mathematics KnowledgeINDUSTRY SUPPORT : Banking, Policy making/ Development Organization, Consulting Firms

Syllabus

Week-1 : Sampling Fundamentals
Week-2 : Descriptive Statistics: Mathematical Distributions Week-3 : Statistical Inferences
Week-4 : Review of Least Square and Linear Model Week-5 : Probit, Logit & 2SLS Week-6 : Review of Instrumental Variable
Week-7 : Introduction to Nonparametrics
Week-8 : Regression & Matching
Week-9 : Regression Discontinuity Design
Week-10 : Difference in Difference
Week-11 : Estimation of Treatment Effect
Week-12 : Introduction to Data Mining (for High Dimensional Data)

Taught by

Prof. Tutan Ahmed

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