UNIVERSITY OF SARGODHA
DEPARTMENT OF AGRICULTURAL ECONOMICS
COURSE OUTLINE FALL 2020-21
Course Title: ECONOMETRICS-I
Course Code: AE-401
Credit Hours: 3(2-1)
Instructor: Hanzala Zulfiqar
Email: [email protected]
DESCRIPTION & OBJECTIVES
The main goal of this blended learning course is to provide proficiency in practical applications of economics using computers. After completing the course, students will be able in a position to apply the econometric tools and techniques in field of Agricultural Economics.
READINGS
TEXT BOOKS:
REFERANCE MATERIAL:
CONTENTS
Definition, scope and importance of econometrics; Basic concepts, Properties of statistical estimators; Inferences, and hypothesis testing; Regression analysis, OLS estimation of simple and multiple Regression, Dummy variables; Specification bias and tests; Multicollinearity; Heteroscedasticity, Autocorrelation.
COURSE SCHEDULE
Week |
Topics and Readings |
1. |
Definition Introduction and Scope of Econometrics “Basic Econometrics” by Gujarati N. D. page no:1-9 |
2. |
Methodology of Econometric Research “Theory of Econometrics” by Koutsoyiannis A. page no:11-30 |
3. |
The Nature of Regression Analysis “Basic Econometrics” by Gujarati N. D. page no: 17-25 |
4. |
The Nature and Source of Data for Economics Analysis “Basic Econometrics” by Gujarati N. D. page no: 25-31 |
5. |
Regression Analysis (Basic Concepts) “Basic Econometrics” by Gujarati N. D. page no: 37-51 |
6. |
Methods of Ordinary Least Squares “Basic Econometrics” by Gujarati N. D. page no: 58-65 |
7. |
Assumption of linear stochastic regression model, “Basic Econometrics” by Gujarati N. D. page no: 65-79 |
8. |
Properties of statistical estimators (least square estimates) “Basic Econometrics” by Gujarati N. D. page no: 79-87 |
9. |
Classical Normal Linear Regression Model “Basic Econometrics” by Gujarati N. D. page no: 107-113 |
10. |
Hypothesis testing “Basic Econometrics” by Gujarati N. D. page no: 126-139 |
11. |
Interval Estimation “Basic Econometrics” by Gujarati N. D. page no: 119-126 |
12. |
Analysis of Variance and Evaluation of Regression Results “Basic Econometrics” by Gujarati N. D. page no: 140-150 |
13. |
Problems of Estimation “Basic Econometrics” by Gujarati N. D. page no: 202-232 |
14. |
Problems of Inference “Basic Econometrics” by Gujarati N. D. page no: 248-282 |
15. |
Dummy Variables “Basic Econometrics” by Gujarati N. D. page no: 297-323 |
16. |
Multicollinearity “Basic Econometrics” by Gujarati N. D. page no: 341-375 |
17. |
Heteroscedasticity “Basic Econometrics” by Gujarati N. D. page no: 387-428 |
18. |
Autocorrelation “Basic Econometrics” by Gujarati N. D. page no: 441-490 |
RESEARCH PROJECT/ ASSIGNMENTS
1: after practical save all outputs in a MS word document and submit this assignment before next class.
ASSESSMENT CRITERIA
Sessional: 08 (Class Attendance:4, Assignments: 4)
Mid Term Test: 12
Final Term Test: 20+20
RULES AND REGULATIONS
1: The format and due dates of the assignments and midterms will be discussed during the first week of classes. Late assignments will not be accepted.The final exam will be descriptive and practical will be computer based.
2: 80 % class attendance is required to get 2 Marks.
Time Table | ||||||||
Day | 8:00-8:50 | 8:50-9:40 | 9:40-10:30 | 10:30-11:20 | 11:20-12:10 | 12:10-1:00 | 2:00-2:50 | 2:50-3:40 |
Tuesday | AE-401 (P) | |||||||
Thursday | AE-401 (T) | |||||||
Friday | AE-401 (T) |
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