The course “Econometrics-II” focuses on the estimation, inference and identification of regression models. Particular attention is paid to the econometric theory, to the application of econometrics to real-world problems, and to the interpretation of the estimation results. The first part of the course (Econometrics-I) includes linear regressions and models with limited dependent data. Topics on Gauss-Markov theorem, endogeneity, instrumental variables, and maximum likelihood estimation will be covered. It also focuses on issues in system of equations; time series models; panel data models; nonparametric and semi-parametric models; Bayesian estimation. The course will include the use of E-Views and MS Excel.
The Expected Learning Outcomes
- knowledge on the fundamentals of econometrics and its application
- knowledge and proficiency on the use of E-Views for econometric analysis
- practice in conducting data analysis and application of econometric tools in research
- Asterio, Domonick: Applied Econometrics- Revised Edition 2007, Palgrave Macmillan
- Gujrati, D.N. - Basic Econometrics – 4th Edition (2003)- McGraw Hill Company.
- Koutsoyiannis, A.- Theory of Econometrics - 2nd Edition (1977) - McMillan.
Mid Term : 30 marks
Sessional : 20 marks
Project : 05 marks
Presentation : 05marks
Final Exam: 50 marks
Note: Students should ensure 75% class attendance. Students should have to submit all the tasks and projects given throughout the semester.