Syllabus
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Course Code: DSES4-519 Course Name: Econometrics |
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| MODULE NO / UNIT | COURSE SYLLABUS CONTENTS OF MODULE | NOTES |
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| 1 | Econometrics – definition, scope, methodology and types. Simple Linear Regression Model, Estimation of model by method of ordinary least squares, Desirable Properties of an Estimator, Multiple Regression. | |
| 2 | Extensions of the two-variable linear regression model: Regression through the origin, r2 for regression-through-origin model, scaling and units of measurement, regression on standardized variable, functional forms of regression models. | |
| 3 | Tests and Remedial Measures for Heteroscedasticity, Autocorrelation and Multicollinearity, Specification Errors | |
| 4 | Autoregressive and Distributed Lag Models – Estimation methods, Koyck and Almon’s Approach to distributed- lag models. Qualitative (dummy) independent variables, dummy variables and interaction effects. | |
