Syllabus
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Course Code: M-BECOE -033 Course Name: Group - I Quantitative Economics) - Econometrics-I |
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| MODULE NO / UNIT | COURSE SYLLABUS CONTENTS OF MODULE | NOTES |
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| 1 | Introduction to Econometrics Definition, Scope and Methodology of Econometrics, Simple Linear Regression Model; OLS Estimates and Their Properties. Functional forms of Regression Models, Growth Rates. Reading List • Gujarati, D.N. (1995). Basic Econometrics. McGraw Hill, New Delhi. • Johnston J. (1991). Econometric Methods. McGraw Hall Book Co. London. • Kmenta J. (1998). Elements of Econometrics. University of Michigan Press, New York. • Koutsoyiannis, A. (1977). Theory of Econometrics. The Macmillan Press Ltd. London. • Pindyck R.S. & Rubinfield, D.L. (1976). Econometric Models and Economic Forecasts. McGraw Hill Kogakusha Tokyo. |
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| 2 | Multiple Regression Analysis General Linear regression Model, Maximum Likelihood Estimates and their properties. R2 and adjusted R2; Significance Testing of Parameters in Multiple Regression Analysis. Reading List • Amemiya, T. (1985).Advanced Econometrics. HarvardUniversity Press, Cambridge, Mass. • Baltagi, B.H. (1988).Econometrics. Springer, New York. • Goldberger, A.S. (1998).Introductory Econometrics. OxfordUniversity Press, New York. • Gujarati, D.N. (1995).Basic Econometrics. McGraw Hill, New Delhi. • Intrilligator, M.D. (1978).Econometric Methods, Techniques and Applications. Prentice Hall Englewood Cliffs, New Jersey. • Koutsoyiannis, A. (1977).Theory of Econometrics. The Macmillan Press Ltd. London.v • Maddala G.S. (Ed.) (1993).Econometric Methods and application. Aldershot U.K. • Theil H. (1981).Introduction to Econometrics. Prentice Hall of India, New Delhi. |
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| 3 | Econometric Problems–I Nature, Test, Consequences and remedial steps of problem of Heteroscedasticity, Multicollinearity and Autocorrelation; Generalized Least Square. Reading List • Amemiya, T. (1985). Advanced Econometrics. Harvard University Press, Cambridge, Mass. • Baltagi, B.H. (1988). Econometrics. Springer, New York. • Goldberger, A.S. (1998). Introductory Econometrics. Oxford University Press, New York. • Gujarati, D.N. (1995). Basic Econometrics. McGraw Hill, New Delhi. • Johnston J. (1991). Econometric Methods. MCGraw Hall Book Co. London. • Kmenta J. (1998). Elements of Econometrics. University of Michigan Press, NewYork. • Koutsoyiannis, A. (1977). Theory of Econometrics. The Macmillan Press Ltd. London. |
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| 4 | Econometric Problems–II Types of Specification Errors, Errors of Measurement. Simultaneous Equation Models The Simultaneous Equation bias and Consistency of OLS Estimators; The Identification Problem; Rules of Identification- Order and Rank Conditions. Reading List • Gujarati, D.N. (1995). Basic Econometrics. McGraw Hill, New Delhi. • Koutsoyiannis, A. (1977). Theory of Econometrics. The Macmillan Press Ltd. London. • Madnani, G.M.K. (2004). Introduction to Econometrics: Principles and Applications. Oxford & IBH Publishing Co. Pvt. Ltd. New Delhi. |
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