Econometrics Theory and Applications

Course Name: 

Econometrics Theory and Applications

Programme: 

MBA

Semester: 

Fourth

Category: 

Elective Courses

Credits (L-T-P): 

(3-0-0) 3

Content: 

Econometrics as a tool for Economic and Managerial Analysis – Modeling, Data and Methodology, The Classical Multiple Linear Regression Model –Least Squares Regression, Goodness of Fit and Analysis of Variance, Asymptotic Properties of the Least Squares Estimator,Multicollinearity, Heteroscadasticity and Autocorrelation, Qualitative Response Regression Models – Logit, Probit and Tobit Models, Panel Data Regression Models –Estimation of Fixed and Random Effects Models, Endogeneity and Instrumental variable (IV) Model, Timeseries Econometrics and Forecasting –AR, MA, ARMA and ARIMA Models, Vector Auto Regression

References: 

1) Wooldridge, J. (2002).Econometric Analysis of Cross section and Panel data, MIT PressGujarati
2) Damodar N. (2003). Basic Econometrics. Fourth Edition, McGraw – Hill Higher Education
3) Enders, W. (2003).Applied Econometric Time Series, 2nd Edition, John Wiley & Sons

Department: 

School of Management
 

Contact us

K B Kiran, Professor and Head
School of Management, NITK, Surathkal
Srinivasanagar P.O, Mangalore - 575025
Karnataka, India.

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