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Online Course

Econometric Methods

CEC via Swayam

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Overview

Give brief about course content / curriculum   The econometric methods course may introduce the learners to the basics of building, estimating, assessing econometric models. This course covers the following topics:   1. Meaning, Definition, Scope of Econometrics 2. Econometric Methodology 3. Assumptions and advantages of Ordinary least square (OLS) method of estimation 4. Estimation, Evaluation, Interpretation and reporting of econometric models. 5. Implications of, detection of and solutions for OLS assumption violations 8. Econometrics models with lag variables 9. Econometric models and dummy variables 10.Applications of Econometric models.  

Syllabus

COURSE LAYOUT Week- I   1. Econometrics Meaning and Scope 2. Econometric Methodology, and Aims/Goals 3. Econometric Methodology, and Aims/Goals   Week - II   4. Review of Statistics 5. Review of Statistics 6. Theoretical Distributions 7. Regression Analysis in Econometrics   Week - III   8. Types of Regression Stochastic vs Deterministic relationships; Rational for the use of U 9. Ordinary least squares (OLS) method Principle and Estimator 10.Characteristics of OLS estimators 11.Properties of OLS Estimators and Gauss-Markov Theorem   Week - IV   12. Estimation of Variance of Stochastic Error terms 13. Decomposition of Variations in Y: R2 and ANOVA in Regression Models   Week - V   14. Exercise Problems, Interpretation and Reporting of the Simple Linear Regression Model 15. Exercise Problems, Interpretation and Reporting of the Simple Linear Regression Model 16. Exercise Problems, Interpretation and Reporting of the Simple Linear Regression Model 17. Basics of Multiple Linear Regression Model   Week - VI 18. Exercise Problems, Interpretation and Reporting of the Multiple Linear Regression Model 19. Exercise Problems, Interpretation and Reporting of the Multiple Linear Regression Model 20. Exercise Problems, Interpretation and Reporting of the Multiple Linear Regression Model   Week - VII   21. Problems of heterosedasticity - consequences, tests and remedies. 21. Problems of heterosedasticity - consequences, tests and remedies. 23. Problems of Auto correlation (first order) - consequences, tests and remedies. 24. Problems of Auto correlation (first order) - consequences, tests and remedies.   Week - VIII   25. Problems of Multicollinearity — consequences, tests and remedies. 26. Problems of Multicollinearity — consequences, tests and remedies. 27. Lags in econometric models — Concepts, Types 28. Estimation of Lag models: Adhoc Method, Koyck model   Week - IX   29. Rationalization of Koyck Model - Partial adjustment and adaptive expectation models 30. Rationalization of Koyck Model - Partial adjustment and adaptive expectation models 31. Dummy Variables in econometric models — Concepts: Coding Dummy variables, Dummy Variable Trap   Week - X   32. Use of Dummy Variables as Independent Variables : ANOVA & ANCOVA Models & Interpretation 33. Use of Dummy Variables as Independent Variables : ANOVA & ANCOVA Models & Interpretation 34. Use of Dummy Variables as Independent Variables : ANOVA & ANCOVA Models & Interpretation   Week - XI   35. Uses of dummy as dependent Variables: Logit Model and Interpretation 36.Estimation of demand 37.Estimation of production function 38.Estimation of production function   Week - XII   39. Course Review and Discussions 40. Course Review and Discussions  

Taught by

Dr.S.Pushparaj

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