Week 5-6: Regression Analysis using Matrix Notation
We will cover The multiple regression (K-variable) model in matrix format, Least-Squares estimation procedure in matrix notation, and Hypothesis testing using matrix approach in these weeks.
Course Material
- Week 1-2: Introduction to Time Series Analysis
- Week 3-4: Cointegration and Error Correction Models
- Week 5-6: Regression Analysis using Matrix Notation
- Week 7-8: Binary Regression Analysis
- Week 9: Mid Term Exam
- Week 10-11: The Generalized Least-Squares Model
- Week 12-13: The Maximum Likelihood Estimators
- Week 14-15: Panel Data Analysis
- Week 16-17: Regression on Dummy variables
- Week 18: Final Term Exam
- Chapters 10
- Department Economics
- Teacher
Dr. Masood Sarwar Awan
