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Indian Institute of Technology Roorkee

Econometric Modelling

Indian Institute of Technology Roorkee and NPTEL via Swayam


This course is designed to give the students an exposure to the basic concepts of econometrics. However, the basic content also attempts to cover parts of time series analysis.The course is structured to be primarily theoretical with an aim to provide an understanding of the mechanism, mathematics and economics behind the tools and techniques used. The concepts will be explained with examples using mostly MS Excel.The course will have the advantage of developing a strong theoretical background which would help the students to better understand applicability of various methods and tools in different economic contexts or scenarios.INTENDED AUDIENCE : MA (economics) & MBAPREREQUISITES : Any graduates with basic mathematical knowledge or mathematics till 12th standard.INDUSTRY SUPPORT : Companies that are into data analytics or market research would value this course.


Week 1 : Introduction Week 2 : Overview of Classical Linear Regression Model Week 3 : Multiple regression analysis and diagnostic tests Week 4 : Statistical inference and hypothesis testing Week 5 : Univariate Time Series Modelling Week 6 : Models with Binary Dependent and Independent Variables Week 7 : Multivariate Models Week 8 : Modelling Long Run Relationships  

Taught by

Prof. Sujata Kar

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