Week 10-11: Multicollinearity
Linear relationship between any two explanatory variables, Nature and severity of the problem, Distinction between perfect and partial Multicollinearity, Properties of OLS estimators in the presence of collinearity, Detection of the problem and remedial measures.
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
