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 are

• 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

Important Readings     

• 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.

Assessment Criterion

Mid Term           : 30 marks

Sessional         : 20 marks

Project              : 05 marks

Presentation     : 05marks

Attendance        :05

Genaral Behavior:05

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.