Week 1: Introduction to Econometrics and Econometric Analysis, Steps involved in Econometric Analysis
Week 2: Introduction to Classical Linear Regression Model- Two variable classical linear regression model, Assumptions of Classical Linear Regression Model
Week 3: Classical Linear Regression Model assumptions, Estimation of the regression model, Properties of Ordinary Least Square estimators
Week 4: Regression analysis: Objective, Statistical Analysis and Interpretation of results, Hypothesis testing-Types of Hypothesis, Test statistic, Critical Region
Week 5: Hypothesis testing: Level of significance and confidence interval approach; Goodness of Fit(R^2): Concepts of Explained Sum of Squares (ESS)-Residual Sum of Squares -Total Sum of Squares
Week 6: Multiple Linear Regression Model: Interpretation of the model,Statistical Analysis, Interpretation of the results
Week 7: Model misspecification: R^2 vs Adjusted R^2 ; F statistics-Application of F statistics-Overall significance of the model-Equality between two regression coefficients-Testing the validity of linear restricted and Unrestricted models
Week 8: Application of F statistics: Testing structural break in Time Series data- Chow test, Limitations of chow test; Dummy Variable models: Introduction, Different types- ANOVA, ANCOVA
Week 9: Dummy variable models continued, Application of Difference-In-Difference for impact evaluation, Statistical Analysis of the Dummy variable models
Week 10: Dummy variable model for testing seasonal fluctuation: Introduction, Analysis, Dummy variable trap; Relaxing the assumptions of Classical Linear Regression Model: Multicollinearity-Introduction-Consequences-Detection-Remedial measures; Autocorrelation-Introduction-Consequences-Detection-Remedial measures
Week 11: Heteroskedasticity: Introduction- Consequences-Detection-Remedial measures; Qualitative Response Models: Linear Probability Model,Logit Model
Week 12: Qualitative Response Models: Probit model, Alternative measures of Goodness of Fit (R^2) in Qualitative response models, Logit vs Probit model selection, Limited dependent variable model/ Tobit Model
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