Thursday, January 20, 2011

Syllabus for 507: Econometrics-I

507: Econometrics (Syllabus)
Set-1: The Nature of Econometrics and Economic Data, the Simple Regression Model
Set-2: Multiple Regression Analysis: Estimation, Inference, OLS Asymptotic and further issues (Wooldridge Chapter-3,4,5, 6)
Set 3: Multiple Regression Analysis With Qualitative Information: Binary (Or Dummy) Variables, Heteroskedasticity (Wooldridge Chapter-7,8)
Set 4: Specification and Data Issues, Basic Regression Analysis With Time Series Data (Wooldridge Chapter-9, 10)
Set 5: Further Issues in Using OLS with Time Series Data (Wooldridge Chapter-11)
Set 6: Serial Correlation and Heteroskedacity in Time Series Regression (Wooldridge Chapter-12)
Set 7: Pooling Cross Section across Time: Simple Panel Data Method, Advanced Panel Data Method (Wooldridge Chapter-13-14)
Set 8: Instrumental Variable Estimation and Two Stage Least Squares (Wooldridge Chapter-15)
Set 9: Empirical Project
Book Recommended
Wooldridge, Jeffrey M., Introductory Econometrics 1st ed

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