ECONOMETRICS (2/1 Credits)

Learning Outcomes:

On successful completion of this course, student will be able to: Select appropriate econometrics technique to solve problem; Apply econometrics technique; Use R software to analyze data related to economics.

Topics:

1. An Introduction to Econometrics;
2. Single-Equation Regression Model;
3. Relaxing the Assumptions of the Classical Model;
4. Panel Data Regression Models;
5. Dynamic Econometric Models: Autoregressive and Distributed-Lag Models;
6. Simultaneous Equations Models;
7. Vector Error Correction and Vector Autoregressive Models.