VTU Online Class - Course Details

Econometric Modelling

SUJATA KAR

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What you will learn

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This course is designed to give the students an exposure to the basic concepts of econometrics. However, the basic content also attempts to cover parts of time series analysis. The course is structured to be primarily theoretical with an aim to provide an understanding of the mechanism, mathematics and economics behind the tools and techniques used. The concepts will be explained with examples using mostly MS Excel. The course will have the advantage of developing a strong theoretical background which would help the students to better understand applicability of various methods and tools in different economic contexts or scenarios.

Module 01: An Overview

Module 02: Formulation of Econometric Modelling

Module 03: Review of Basic Concepts- I

Module 04: Review of Basic Concepts-II

Module 05: Types of Data

Module 06: Simple Regression-I

Module 07: Simple Regression-II

Module 08: Assumptions of Classical Linear Regression

Module 09: Properties of OLS Estimators

Module 10: Hypothesis Testing

Module 11: Multiple Regression-I

Module 12: Multiple Regression-II

Module 13: Multiple Regression-III

Module 14: Problem of Multicollinearity

Module 15: Omitted Variables & Parameter Stability-I

Module 16: Omitted Variables & Parameter Stability- II

Module 17: Problem of Heteroscedasticity- I

Module 18: Problem of Heteroscedasticity- II

Module 19: T- Test

Module 20: Wald Test

Module 21: F-test-I

Module 22: F-Test-II

Module 23: Chow Test

Module 24: Problem of Serial Correlation-I

Module 25: Problem of Serial Correlation-II

Module 26: AR, MA & ARMA Processes-I

Module 27: AR, MA & ARMA Processes-II

Module 28: Modelling Trend & Seasonal Variations- I

Module 29: Modelling Trend & Seasonal Variations- II

Module 30: Spline function & Categorical Variables

Module 31: Linear Probability Model

Module 32: Probit and Logit Models

Module 33: Tobit and Multinomial Logit Models

Module 34: Panel Data Methods

Module 35: Simultaneous Equation System-I

Module 36: Simultaneous Equations System- II

Module 37: Introduction to VARs

Module 38: Stationarity & Unit Root Testing- I

Module 39: Stationarity & Unit Root Testing- II

Module 40: Basics of Cointegeration

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Meet Your Instructor

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Course Duration

20 h 28 m 9 s
Course Level

Intermediate
Student Enrolled

0
Language

English

This Course Includes

20 h 28 m 9 s Video Lectures
0 Quizzes
0 Assignments
0 Downloadable Resources
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Certificate of Completion