BASIC ECONOMETRICS (DSC) SEM - IV Chapter Wise Notes

 



UNIT I

 

Regression Models

 

OLS estimators, hypothesis Testing using software and practical application; multi- ple Regression Model - estimation, Testing and practical application using software like GRETL/EViews/ R/Stata/EXCEL etc.



 

UNIT II: Qualitative variables and Estimation

 

Application of qualitative variables, Nonlinear Models, Applications of dummy variables




UNIT III

 

Issues with Classical Assumptions

 

Violation of normal distribution, Collinearity with independent variables, heteroscedasticity, autocorrelation, practical application




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