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 : | Completed |
| Course Type : | Core |
| Language for course content : | English |
| Duration : | 15 weeks |
| Category : |
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| Credit Points : | 5 |
| Level : | Undergraduate |
| Start Date : | 15 Jan 2024 |
| End Date : | 26 Apr 2024 |
| Enrollment Ends : | 29 Feb 2024 |
| Exam Date : | 26 May 2024 IST |
| Shift - I : | 9Am - 12PM |
Note: This exam date is subject to change based on seat availability. You can check final exam date on your hall ticket.
Weeks |
Module Numbers |
Title of Lesson/Module |
WEEK 1 | MOD-1 | Normal distribution |
| MOD 2 | Elements of Sampling Distribution, chi-square distribution and its uses. |
| MOD 3 | t and F-distributions and their uses |
WEEK 2 | MOD 4 | Introduction to Statistical Inference – |
| MOD 5 | Criteria of a good estimator |
| MOD 6 | Testing of Hypotheses |
WEEK 3 | 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. |
| MOD 9 | Tests concerning Mean and Variance of two univariate normal populations. |
WEEK 4 | MOD 10 | Numerical illustrations based on the tests for a univariate and two univariate normal populations. |
| MOD 11 | Analysis OF Variance Part-I |
| MOD 12 | Analysis OF Variance Part-II |
WEEK 5 | MOD 13 | Introduction to Econometrics Part-I |
| MOD 14 | Introduction to Econometrics Part-II |
| MOD 15 | Nature of Regression Analysis |
WEEK 6 | MOD 16 | Regression and Corelation |
| MOD 17 | Estimation of model by method of ordinary least squares |
| MOD 18 | Properties of estimators |
WEEK 7 | MOD 19 | Goodness of fit |
| MOD 20 | Confidence intervals |
| MOD 21 | Tests of hypotheses – Part-I |
WEEK 8 | MOD 22 | Tests of hypotheses – Part-II |
| MOD 23 | Scaling and units of measurement |
| MOD 24 | Gauss-Markov theorem |
| MOD 25 | Forecasting– Part-I |
WEEK 9 | MOD 26 | Forecasting– Part-II |
| MOD 27 | Estimation of parameters: Part-I |
| MOD 28 | Estimation of parameters: Part-II |
| MOD 29 | Properties of OLS estimators: Part-I |
WEEK 19 | MOD 30 | Properties of OLS estimators: Part-II |
| MOD 31 | Goodness of fit - R2 and adjusted R2 |
| MOD 32 | Partial regression coefficients: Part-I |
| MOD 33 | Partial regression coefficients: Part-II |
WEEK 11 | MOD 34 | Testing hypotheses – Individual |
| MOD 35 | Testing hypotheses – Joint |
| MOD 36 | Miscellanous Topic in the CLRM |
| MOD 37 | Functional forms of regression models: Part-I |
WEEK 12 | MOD 38 | Functional forms of regression models: Part-II |
| MOD 39 | Qualitative (dummy) independent variables: Part-I |
| MOD 40 | Qualitative (dummy) independent variables: Part-II |
| MOD 41 | Multicollinearity |
WEEK 13 | MOD 42 | Heteroscedasticity: Part-I |
| MOD 43 | Heteroscedasticity: Part-II |
| MOD 44 | Heteroscedasticity: Part-III |
| MOD 45 | Serial correlation: Part-I |
WEEK 14 | MOD 46 | Serial correlation: Part-II |
| MOD 47 | Serial correlation: Part-III |
| MOD 48 | Omission of a relevant variable; inclusion of irrelevant variable |
| MOD 49 | Tests of specification errors |
WEEK 15 | MOD 50 | Miscellanoue Topic in Secifiaction Errors |
| MOD 51 | Revision Part-1 Summing up of Probability & Inference |
| MOD 52 | Revision Part-2 Sumarising the CLRM |
| MOD 53 | Revision Part-3 VIoletions of Ols Assumptions |
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. |
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