Econometric Methods (HUL315)

Credit

3.00   (L-T-P:   3-0-0)

Department / Center / School / Unit

Economics

Course Objectives

Basics of sample survey; variance and covariance; correlation coefficient; simple regression analysis; Gauss-Markov theorem; estimation of regression coefficients; confidence intervals and hypothesis testing in regression analysis; type-I and type-II errors; transformation of variables; multiple regression analysis; multicollinearity, heteroscedaticity, dummy variables, basics of time-series analysis.

Suggested References

Introduction to Econometrics by Christopher Dougherty (2007), Oxford University Press
Basic Econometrics, by Damodar N. Gujarati.