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Econometric Methods

By Dr.S.Pushparaj   |   School of Economics, Madurai Kamaraj University, Madurai, Tamil Nadu.
Learners enrolled: 1104
Give brief about course content / curriculum

The econometric methods course may introduce the learners to the basics of building, estimating, assessing econometric models. This course covers the following topics:

1. Meaning, Definition, Scope of Econometrics
2. Econometric Methodology
3. Assumptions and advantages of Ordinary least square (OLS) method of estimation
4. Estimation, Evaluation, Interpretation and reporting of econometric models.  
5. Implications of, detection of and solutions for OLS assumption violations
8. Econometrics models with lag variables
9. Econometric models and dummy variables
10.Applications of Econometric models.

Summary
Course Status : Completed
Course Type : Core
Duration : 12 weeks
Start Date : 22 Jan 2020
End Date : 11 Apr 2020
Exam Date : 16 Sep 2020 IST
Enrollment Ends : 08 Mar 2020
Category :
  • Humanities and Social Sciences
Credit Points : 4
Level : Undergraduate



Course layout

Week- I

1. An Introduction to the course
2. Econometrics Meaning and Scope
3. The Methodology of econometric research
4. Aims / Goals and Uses of Econometrics

Week - II

5. Review of Statistics Part - I
6. Review of Statistics Part - II
7. Theoretical Distributions
8. Regression Analysis in Econometrics

Week - III

9. Types Notations and Estimation in Regression
10. Estimation in Regression
11. Characteristics of OLS Estimators
12. Properties of OLS Estimators

Week - IV

13. Standard Error  And  t Ratios
14. Decomposions of Variations, R2 AND Anova Model

Week - V

15. SLRM Problems (Illustrated) Part - 1
16. SLRM Problems (Illustrated) Part - 2
17. SLRM Problems (Illustrated) Part - 3

Week - VI
18. Multiple Linear Regression Models(MLRM) - An Introduction
19.  MLRM Problems (Illustrated) Part - 1
20.  MLRM Problems (Illustrated) Part - 2

Week - VII

21. MLRM Problems (Illustrated) Part - 3
22. Auto correlation - Part -1
23. Auto correlation - Part -2
24. Heteroscedasticity - Part - 1

Week - VIII

25. Heteroscedasticity - Part - 2
26. Multocollineart - Part - 1
27. Multocollineart - Part - 2
28. Dynamic Models

Week - IX

29. Estimation of Distributed Lag Models Part - I
30. Estimation of Distributed Lag Models Part - II
31. Rationalization of KOYCK's Method Part-I

Week - X

32. Rationalization of KOYCK's Method Part-II
33. Dummy Variable Models-An Introduction
34. Uses of ANOVA Model Part-I

Week - XI

35. Uses of ANOVA Model Part-II
36. ANCOVA Model
37. LOGIT Model
38. Estimation of Production Function Part-I

Week - XII

39. Estimation of Production Function Part-II
40. Estimation of Demand Function 

Books and references

1. Baltagi, B.H. (2011), Econometrics, Springer, New York. 

2. Dongherty, C. (2011), Introduction to Econometrics, Oxford University Press, New York.

3. Guarajti Damodar J. and Dawn C. Porter. (2009), Essentials of Econometrics. Fourth edition,.

4. Koutsoyiannis, A. (2001), Theory of Econometrics (2nd ed.), Palgrave Macmillan Press Ltd.,  London

5. Maddala, G.S. (1998), Econometrics — An Introduction, New York:McGraw-Hill.

6. Wooldridge, J.M., 2013, Introductory Econometrics: A Modern Approach, NewDelhi: Cengage.

Instructor bio



Dr.S.Pushparaj

School of Economics, Madurai Kamaraj University, Madurai, Tamil Nadu.
Dr. S. Pushparaj is currently heading the Department of Econometrics, School of Economics, Madurai Kamaraj University, Madurai. 

He holds a bachelor degree in B.Sc. (Spl. Mathematics), a Post graduate degree in M.Sc.(Mathematical Economics) and a Ph.D degree in Economics.

He has about 24 years of teaching experience.  He has been teaching Post Graduate level Econometrics Course for the past 10 years. He is a recipient of K.N. Raj Teacher Fellowship awarded by Centre for Development Studies, Trivandrum and Government of Kerala.  

Course certificate

30% for in course Assessment & 70% of end term Proctored Exam


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