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Econometric Modelling

By Prof. Sujata Kar   |   IIT Roorkee
Learners enrolled: 1458
This course is designed to give the students an exposure to the basic concepts of econometrics. However, the basic content also attempts to cover parts of time series analysis. 

 The course is structured to be primarily theoretical with an aim to provide an understanding of the mechanism, mathematics and economics behind the tools and techniques used. The concepts will be explained with examples using mostly MS Excel. 

 The course will have the advantage of developing a strong theoretical background which would help the students to better understand applicability of various methods and tools in different economic contexts or scenarios.


INTENDED AUDIENCE :  MA (economics) & MBA
PREREQUISITES :  Any graduates with basic mathematical knowledge or mathematics till 12th standard.
INDUSTRY SUPPORT :  Companies that are into data analytics or market research would value this course.
Summary
Course Status : Ongoing
Course Type : Elective
Duration : 8 weeks
Start Date : 23 Aug 2021
End Date : 15 Oct 2021
Exam Date : 23 Oct 2021 IST
Enrollment Ends : 30 Aug 2021
Category :
  • Management Studies
  • Economics
  • Managerial Economics
Credit Points : 2
Level : Postgraduate



Course layout

Week 1 : Introduction 
Week 2 : Overview of Classical Linear Regression Model 
Week 3 : Multiple regression analysis and diagnostic tests 
Week 4 : Statistical inference and hypothesis testing 
Week 5 : Univariate Time Series Modelling 
Week 6 : Models with Binary Dependent and Independent Variables 
Week 7 : Multivariate Models 
Week 8 : Modelling Long Run Relationships 

Books and references

1. Jeffrey M. Wooldridge/ Introductory Econometrics /South-Western Cengage, 4th edition
2. William H. Greene / Econometric Analysis / Pearson / 7th edition
3. Brooks, Chris/Introductory Econometrics for Finance/Cambridge
4. Damodar Gujrati / Basic Econometrics / McGraw Hill / 5th edition

Instructor bio

Prof. Sujata Kar

IIT Roorkee
Dr. Sujata Kar is an Assistant Professor with the Department of Management Studies, IIT Roorkee. She is an economist by training with BSc (Hons.) in Economics from University of Calcutta, MA in Economics from Jawaharlal Nehru University and PhD from IIT Kanpur. She has more than 9 years of teaching experience in several public and private academic institutions in India. She has published research papers in various national and international journals.

Course certificate

The course is free to enroll and learn from. But if you want a certificate, you have to register and write the proctored exam conducted by us in person at any of the designated exam centres.
The exam is optional for a fee of Rs 1000/- (Rupees one thousand only).
Date and Time of Exams: 23 October 2021 Morning session 9am to 12 noon; Afternoon Session 2pm to 5pm.
Registration url: Announcements will be made when the registration form is open for registrations.
The online registration form has to be filled and the certification exam fee needs to be paid. More details will be made available when the exam registration form is published. If there are any changes, it will be mentioned then.
Please check the form for more details on the cities where the exams will be held, the conditions you agree to when you fill the form etc.

CRITERIA TO GET A CERTIFICATE

Average assignment score = 25% of average of best 6 assignments out of the total 8 assignments given in the course.
Exam score = 75% of the proctored certification exam score out of 100

Final score = Average assignment score + Exam score

YOU WILL BE ELIGIBLE FOR A CERTIFICATE ONLY IF AVERAGE ASSIGNMENT SCORE >=10/25 AND EXAM SCORE >= 30/75. If one of the 2 criteria is not met, you will not get the certificate even if the Final score >= 40/100.

Certificate will have your name, photograph and the score in the final exam with the breakup.It will have the logos of NPTEL and IIT Roorkee.It will be e-verifiable at nptel.ac.in/noc.

Only the e-certificate will be made available. Hard copies will not be dispatched.

Once again, thanks for your interest in our online courses and certification. Happy learning.

- NPTEL team


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