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Econometric Methods

By Dr.S.Pushparaj   |   School of Economics, Madurai Kamaraj University, Madurai, Tamil Nadu.
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.


Learners enrolled: 1104

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
Enrollment Ends : 08 Mar 2020
Category :
  • Humanities and Social Sciences
  • Level : Undergraduate

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    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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