By Dr. Partha Pratim Ghosh   |   St. Xavier’s College (Autonomous) Kolkata
Learners enrolled: 840
The proposed course on Econometrics is based on the template of the CBCS Curriculum of the University Grants Commission of India. It is a four credit course and can be taken up by undergraduate students of any discipline under the CBCS Curriculum with the requisite mathematical background at the intermediate level.

The course will consist of 40 modules, spread over fifteen weeks. It will give a thorough exposition of the fundamental concepts, tools and techniques that are used in measurement of economic relationships. 

Any student with knowledge of mathematics at the intermediate level and keen on quantitative research in economics, social sciences and related areas will find the course to be very useful..

This is a self-learning mode of study, Students will have to devote time for self-study of each module and will have to adhere to timelines set by the resource persons in respect of submitting assignments and other material for evaluation. The self-study will include studying the reference material mentioned by the resource persons. 

In order to be eligible for Certificate of Achievement, the student will have to take a proctored examination at the nearest center where the examination would be held. 

Course Status : Ongoing
Course Type : Elective
Duration : 15 weeks
Start Date : 25 Jul 2022
End Date : 05 Nov 2022
Exam Date :
Enrollment Ends : 15 Sep 2022
Category :
  • Humanities and Social Sciences
Credit Points : 4
Level : Undergraduate

Page Visits

Course layout

Week 1
MOD-1 Normal distribution
MOD-2 Elements of Sampling Distribution, chi-square distribution and its uses. 

Week 2
MOD 3 t and F-distributions and their uses
MOD 4 Introduction to Statistical Inference – Concepts of Point Estimation, Interval Estimation and Hypothesis testing. 

Week 3
MOD 5 Criteria of a good estimator
MOD 6 Testing of hypotheses – different notions and concepts. 

Week 4
MOD 7 Numerical Illustrations based on different notions and concepts of hypothesis testing.
MOD 8 Tests concerning Mean and Variance of a univariate normal population.

Week 5
MOD 9 Tests concerning Mean and Variance of two univariate normal populations.
MOD 10 Numerical illustrations based on the tests for a univariate and two univariate normal populations.

Week 6
MOD 11 Estimation of model by method of ordinary least squares
MOD 12 Properties of estimators
MOD 13 Goodness of fit

Week 7
MOD 14 Confidence intervals
MOD 15 Tests of hypotheses – Part-I
MOD 16 Tests of hypotheses – Part-II

Week 8
MOD 17 Scaling and units of measurement
MOD 18 Gauss-Markov theorem
MOD 19 Forecasting– Part-I

Week 9
MOD 20 Forecasting– Part-II
MOD 21 Estimation of parameters: Part-I
MOD 22 Estimation of parameters: Part-II

Week 10
MOD 23 Properties of OLS estimators: Part-I
MOD 24 Properties of OLS estimators: Part-II
MOD 25 Goodness of fit - R2 and adjusted R2

Week 11
MOD 26 Partial regression coefficients: Part-I
MOD 27 Partial regression coefficients: Part-II
MOD 28 Testing hypotheses – individual

Week 12
MOD 29 Testing hypotheses – Joint
MOD 30 Functional forms of regression models: Part-I
MOD 31 Functional forms of regression models: Part-II

Week 13
MOD 32 Qualitative (dummy) independent variables: Part-I
MOD 33 Qualitative (dummy) independent variables: Part-II
MOD 34 Multicollinearity

Week 14
MOD 35 Heteroscedasticity: Part-I
MOD 36 Heteroscedasticity: Part-II
MOD 37 Serial correlation: Part-I

Week 15
MOD 38 Serial correlation: Part-Ii
MOD 39 Omission of a relevant variable; inclusion of irrelevant variable
MOD 40  Tests of specification errors

Books and references

1. Jay L. Devore, Probability and Statistics for Engineers, Cengage Learning, 2010. 

2. John E. Freund, Mathematical Statistics, Prentice Hall, 1992. 

3. Richard J. Larsen and Morris L. Marx, An Introduction to Mathematical Statistics and its Applications, Prentice Hall, 2011. 

4. D. N. Gujarati and D.C. Porter, Essentials of Econometrics, McGraw Hill, 4th Ed., International Edition, 2009. 

5. Christopher Dougherty, Introduction to Econometrics, Oxford University Press, 3rd Ed., Indian edition, 2007.

6. Jack Johnston & John Dinardo, Econometric Methods, Fourth Ed., McGraw Hill.

Instructor bio

Dr. Partha Pratim Ghosh

St. Xavier’s College (Autonomous) Kolkata
The Course Coordinator Dr. Partha Pratim Ghosh is an Associate Professor with twenty-six years of teaching experience in the Department of Economics at St. Xavier’s College (Autonomous) Kolkata. His areas of interest in teaching and research include Econometrics and Quantitative Methods. He has several publications to his credit and has been a resource person for different Universities in the country. His recent research includes works and publication based on the application of macro-econometric and input output modeling framework at the state and national levels in India. 

Course certificate

30% for in Course Assessment & 70% of end-term Proctored Exam.

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