Econometrics

Learning Outcomes

On successful completion of this course, student will be able to: Explain econometric method; Apply econometric method; Analyze the results of econometrics analysis

Topics

1. An Introduction to Econometrics
2. The Simple Regression Model
3. Prediction, Goodness of Fit, and Modelling Issues
4. Multiple Regression Models
5. Further Inference in the Multiple Regression
6. Using Indicator Variables
7. Regression with Time Series Data : Stationary Variables
8. Regression with Time Series Data : Non stationary Variables
9. VEC, VAR, Time-Varying Volatility and ARCH Models
10. Simultaneous Equations Models
11. Panel Data Models
12. Qualitative and Limited Dependent Variable Models
13. Spatial Models