Econometric Methods (HUL315)
Credit
3.00 (L-T-P: 3-0-0)
Department / Center / School / Unit
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.