This course is framed in such a manner that the student gets familiar with a basic course content which includes first of all some basic requirements for statistical requisites such as sampling methods, large and small sample tests, estimation theory, testing of hypothesis etc. Next the focus is on basics with linear regression and prediction problems. Multiple regression is studied in sufficient details. The approaches when the basic assumptions are violated one by one are studied by Multicollinearity, Heteroscadasticity, auto correlation phenomena. Problems with specifications errors, lagged variables model, simultaneous equations system model with identification problem are discussed. Time series analysis and models are introduced. Some detailed study about dummy variables is presented Panel data analysis is also presented for application purpose.
UNIT 1: Classical Linear Regression ModelLecture 1: Sampling Techniques Lecture 2: Sampling UNIT 1:Lecture 3 : Introduction to Statistical Inference(Estimation Theory) Lecture -4: Testing of Hypothesis UNIT 1: Lecture -5: Hypothesis-Large Sample test & Chi square test Lecture- 6 : Hypothesis - small sample tests t Tests and F Tests UNIT -2 Multiple Regression ModelLecture – 7 :Preview of Econometric Methods Lecture – 8 :Linear Regression Model Lecture – 9: Tests for Linear Regression Model Unit – 2:Lecture- 10 :Multiple Regression Model and ExtensionsLecture- 11 :Multiple Regression ModelLecture- 12 :Other functional forms Unit 3 Functional Forms and Dummy VariablesLecture- 13 :Dummy variables Lecture- 14 :Regression Analysis for Qualitative Variables Lecture- 15 :Regression Analysis for Dummy Dependent Variables
Unit -4 Relaxing the AssumptionsLecture- 16 :Prediction in Linear Models and Multicollinearity Lecture- 17 :Generalised Least Squares
UNIT 4:Lecture- 18 :Autocorrelation Lecture- 19 :Specification Errors
UNIT 4:Lecture- 20 :Autoregressive and Distributed Lag Models Lecture- 21 :Simultaneous Equations Model
UNIT 4:Lecture- 22 :Time Series Models Lecture- 23 :Panel data analysis