Basic Econometrics

By Dr.Pradip Prajapati   |   Department of Economics, Gujarat University, Ahmedabad.
Learners enrolled: 3230
This course is framed in such a manner that the student gets familiar with a basic course content which includes first of all some basic requirements for statistical requisites such as sampling methods, large and small sample tests, estimation theory, testing of hypothesis etc. Next the focus is on basics with linear regression and prediction problems. Multiple regression is studied in sufficient details. The approaches when the basic assumptions are violated one by one are studied by Multicollinearity, Heteroscadasticity, auto correlation phenomena. Problems with specifications errors, lagged variables model, simultaneous equations system model with identification problem are discussed. Time series analysis and models are introduced. Some detailed study about dummy variables is presented Panel data analysis is also presented for application purpose.
Course Status : Ongoing
Course Type : Core
Duration : 12 weeks
Start Date : 06 Jul 2020
End Date : 10 Oct 2020
Exam Date :
Enrollment Ends : 31 Jul 2020
Category :
  • Humanities and Social Sciences
Credit Points : 2
Level : Undergraduate

Course layout

UNIT 1: Classical Linear Regression Model
 Lecture 1: Sampling Techniques

Lecture 2: Sampling

UNIT 1: 
Lecture 3 : Introduction to Statistical Inference
(Estimation Theory)

Lecture -4: Testing of Hypothesis


Lecture -5:  Hypothesis-Large Sample test & Chi square test

Lecture- 6 : Hypothesis - small sample tests t Tests and F Tests

UNIT -2 Multiple Regression Model
Lecture – 7 :Preview of Econometric Methods

Lecture – 8 :Linear Regression Model

Lecture – 9: Tests for Linear Regression Model

Unit – 2:
Lecture- 10 :Multiple Regression Model and Extensions
Lecture- 11 :Multiple Regression Model
Lecture- 12 :Other functional forms

Unit 3 Functional Forms and Dummy Variables 
Lecture- 13 :Dummy variables

Lecture- 14 :Regression Analysis for Qualitative Variables

Lecture- 15 :Regression Analysis for Dummy Dependent Variables

Unit -4 Relaxing the Assumptions
Lecture- 16 :Prediction in Linear Models and Multicollinearity

Lecture- 17 :Generalised Least Squares

Lecture- 18 :Autocorrelation

Lecture- 19 :Specification Errors

Lecture- 20 :Autoregressive and Distributed Lag Models

Lecture- 21 :Simultaneous Equations Model

Lecture- 22 :Time Series Models

Lecture- 23 :Panel data analysis

Instructor bio

Dr.Pradip Prajapati

Department of Economics, Gujarat University, Ahmedabad.
Dr.PradeepPrajapati is a Professor of Economics at Department of Economics, Gujarat University, Ahmedabad, having teaching experience of almost 30 years at UG and PG level including research supervisor in M.Phil and Ph.D.   His specialization is in the subject of Mathematical Economics and Econometric Methods. He is also Dean of Arts Faculty, Member of University Court (Senate) and Member of Academic Council at Gujarat University. He has published almost 40 research papers and articles on the subjects of economics on varieties of themes in various state level, national level and international journals.

MHRD logo Swayam logo


Goto google play store