Week 1-2: Introduction to Econometrics
Variables and parameters, Meaning of the explained and explanatory variables, Estimators and estimates, Correlation and Regression theory, Mathematical versus econometric model, Structure of the linear econometric model with two explanatory variables, Rationale for inclusion of the disturbance term, Assumptions of the model with special reference to the disturbance term, The least-squares principle, BLUE properties of the OLS estimators.
Course Material
- Week 1-2: Introduction to Econometrics
- Week 3-4: The Simple Two-Variables Regression Model
- Week 5-6: The Multiple Linear Regression Model (MLRM)
- Week 7-8: Deviation from the Classical Assumptions
- Week 9 : Mid Term Exam
- Week 10-11: Multicollinearity
- Week 12-13: Heteroskedasticity
- Week 14-15: Auto correlation
- Week 16-17: The Simultaneous Equations Models
- Week 18: Final Term Exam
- Chapters 10
- Department Economics
- Teacher
Dr. Rehmat Ullah Awan
