ECO601 - BUSINESS ECONOMETRICS
Lesson No. Topics Page No.
Lesson 01 Introducing Econometrics & types of data …………………..…......................01
Lesson 02 Summation function, Application of Summation algebra …………………….09
Lesson 03 Quadratic Function & Simple Derivative ………………………….…….........21
Lesson 04 Partial Derivatives, Partial Differentiation Minima and Maxima ………….....33
Lesson 05 Multivariate Optimization & Review of Probability ……………………..……35
Lesson 06 Simple Regression Model ……………………………………………………..54
Lesson 07 Estimation and Testing in Regression Analysis………………………………..67
Lesson 08 Simple Regression by Microsoft Excel ………………………………………..79
Lesson 09 Multiple Regressions ……………………………………………………..…....89
Lesson 10 Multiple Regressions………………………………………………………......100
Lesson 11 Transformation for Regression…………………………………………..….....111
Lesson 12 Regression on standardized variables …………………………….….…....…..117
Lesson 13 Dummy Variables ……………………………………………………….…....125
Lesson 14 Transforming Variables in Regression…………………………………….…..133
Lesson 15 Multicollinearity …………………………………………………….…..…….140
Lesson 16 Multicollinearity: Remedial Measures ………………………………….……..147
Lesson 17 Heteroskedasticity ………………………………………………………….….152
Lesson 18 Detection of Heteroskedasticity: Formal Tests………………………………...158
Lesson 19 Detection and handling of Heteroskedasticity …………………………….…..163
Lesson 20 Autocorrelation ………………………………………………………………..171
Lesson 21 Detection of Autocorrelation ……………………………………....…….…....176
Lesson 22 Treating Autocorrelation ……………………………………………..….……184
Lesson 23 Estimating Non-Linear equation by OLS …………………………….…....….193
Lesson 24 Introduction to Stata ……………………………………………………..…....200
Lesson 25 Introduction to Stata ……………………………………………………..…....210
Lesson 26 Data Management in Stata …………………………………………….…..….218
Lesson 27 Stata Revision ……………………………………………………….……..….227
Lesson 28 Graphs in Stata ……………………………………………………………...…227
Lesson 29 Regression with Stata ………………………………………...………………..240
Lesson 30 Simultaneous Equation Models …………………………………………..…...253
Lesson 31 Simultaneous Equation Models-II..…………………………………………....258
Lesson 32 Indirect Least Square (ILS) …………………………………………………...265
Lesson 33 Two Stage Least Square ……………………………………………………...272
Lesson 34 2SLS & 3SLS Models with Stata …………………………………………….281
Lesson 35 2SLS & 3SLS Models ………………………………………………………....290
Lesson 36 Panel Data Models-II with Stata…..………………………………………......295
Lesson 37 Panel Data Methods & Post Estimation Tests with Stata …………….............305
Lesson 38 Qualitative and limited dependent variable model-I …….…………………….318
Lesson 39 Qualitative and limited dependent variable models-II…………………………324
Lesson 40 Qualitative and limited dependent variable models-III………………………..331
Lesson 41 Forecasting-I………………………………………………………………..….339
Lesson 42 Forecasting-II…………………………………………………………………..348
Lesson 43 Time Series, Cointegration and Error Correction-I……………………………360
Lesson 44 Time Series, Cointegration and Error Correction-I…………………………....369
Lesson 45 Time Series, Cointegration and Error Correction-III……………………….….375
