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Basic Econometrics

The document outlines a course on basic econometrics. It provides details on the course title, code, credits, duration, eligibility, prerequisites, learning objectives, learning outcomes, and syllabus which covers regression models, qualitative variables and estimation, and issues with classical assumptions.

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Pinki Mahour
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157 views2 pages

Basic Econometrics

The document outlines a course on basic econometrics. It provides details on the course title, code, credits, duration, eligibility, prerequisites, learning objectives, learning outcomes, and syllabus which covers regression models, qualitative variables and estimation, and issues with classical assumptions.

Uploaded by

Pinki Mahour
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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DISCIPLINE SPECIFIC CORE COURSE -8 (DSC-8): Basic Econometrics

Course title & Code Credits Duration (per week) Eligibility Prerequisite
Criteria

Basic Econometrics 4 Lecture Tutorial 1 Practical/ Class 12th Basic Statistics


– ECON024 3 with for Economics
Practice 0
Mathematics (ECON022)
Learning Objectives
The Learning Objectives of this course are as follows:
•This course introduces students to the econometric methods used to conduct empirical analysis based on
the basic statistics.
•It offers the basic quantitative techniques needed to undertake applied research projects to establish the
relationship between variables of interests across wide variety of disciplines.

Learning outcomes
The Learning outcomes of this course are as follows:
•Students will learn to estimate simple estimation and inferences about population parameters, to formulate
empirical models and analyse data.
•An expertise in econometrics increases the job prospect of the students significantly.
Syllabus
UNIT I: Regression Models (15 hours)
OLS estimators, hypothesis Testing using software and practical application; multiple Regression
Model - estimation, Testing and practical application using software like GRETL/EViews/
R/Stata/EXCEL etc.
Studenmund Ch1, 2, 4, 5
UNIT II: Qualitative variables and Estimation (15 hours)
Application of qualitative variables, Nonlinear Models, Applications of dummy variables
Studenmund Ch-7 (till 7.3) , Gujarati & Porter- Ch-6 (till 6.5)
UNIT III: Issues with Classical Assumptions (15 hours)
Violation of normal distribution, Collinearity with independent variables, heteroscedasticity,
autocorrelation, practical application
Gujarati & Porter- Ch3 (Pg78-79) for Jarque Bera Test for Normality of residuals
Studenmund Chapter 8, 9 (pg 273-289, only Durbin-Watson test to be done),10 (pg 306-321, only
White’s Test to be done)
Essential Readings
A.H. Studenmund, Using Econometrics: A Practical Guide,7th Edition , Pearson, 2017

D. N. Gujarati and D.C. Porter, Essentials of Econometrics, 4th Edition, McGraw Hill International
Edition, 2010.

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