Econometrics Theory and Applications

Course Name: 

Econometrics Theory and Applications






Elective Courses

Credits (L-T-P): 

(3-0-0) 3


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


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


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Dr. S. Pavan Kumar,
Head, School of Management,
National Institute of Technology Karnataka,
Post: Srinivasanagar, Surathkal, Mangalore - 575025
Karnataka, India.
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