Applied Econometrics using EViews-I

Paper Code: 
24GECO305
Credits: 
02
Periods/week: 
04
Max. Marks: 
100.00
Objective: 

The course will enable the students to

  1. To acquaint the students with the basics of EViews software.
  2. To explain the use of EViews for estimating simple and multiple linear regression models. 
  3. To estimate and interpret the functional forms in EViews.

 

Course Outcomes: 

Course

Learning outcome

(at course level)

Learning and teaching strategies

Assessment Strategies

Course Code

Course

Title

24GECO 305

 

Applied Econometrics using EViews-I

(Practical)

 

CO187. Analyze the fundamentals of statistical software EViews and estimate and interpret the results of classical linear regression model by OLS

CO188.

Estimate simple regression models, interpret the results and test the    hypotheses

CO189. Test structural changes in data series and interpret the results.

CO190. Estimate the various functional forms of regression models and interpret the results

 

CO191. Estimate multiple regression models, test their reliability, test hypotheses and interpret results

 

CO192.Contribute effectively in course-specific interaction

Approach in teaching: Interactive Lectures, Discussion,  Case studies..

 

Learning activities for the students:

Presentations, Assignments and Group discussions.

Class activity, Assignments and  Semester end examinations.

 

6.00
Unit I: 
Simple Linear Regression Model: Two Variable Case I

EViews basics; Estimation of classical linear regression model by method of ordinary least squares; interpretation of results

 

6.00
Unit II: 
Simple Linear Regression Model: Two Variable Case II

Goodness of fit; tests of hypotheses; confidence intervals; interpretation of results

 

6.00
Unit III: 
Testing for structural changes

Chow Test; interpretation of results 

6.00
Unit IV: 
Functional Forms:

Estimation of Log-linear model, semilog models, reciprocal models and logarithmic reciprocal model; interpretation of results

 

6.00
Unit V: 
Multiple Regression Model:

Estimation of parameters; goodness of fit - R2 and adjusted R 2; testing hypotheses – individual and joint; interpretation of results

 

ESSENTIAL READINGS: 

SUGGESTED TEXT BOOKS

Bhaumik, S. K. , Principles of Econometrics: A Modern Approach Using EVIEWS. Oxford University Press, 1st Edition, 2015.

 

REFERENCES: 

SUGGESTED REFERENCE BOOKS

Asteriou, D. and Hall, S. G., Applied Econometrics : A modern Approach Using EVIEWS and MICROFIT. Palgrave Macmillan,  1st Edition, 2007.        

 

e RESOURCES:

  1. Econometrics Academy--------sites.google.com/site/econometricsacademy
  2. MIT Open Courseware---------ocw.mit.edu
  3. Econometrics: Methods and Applications-Coursera-------coursera.org
  4. Crunch Econometrics----------cruncheconometrix.com
  5. Explaining the Core Theories of Econometrics------udemy.com

 

 

JOURNALS:

  1. Theoretic and Applied Econometrics: http://www.ectap.ro/
  2. The Journal of Econometrics     Academic.oup.com/ectj
  3. Journal of Applied Econometrics Onlinelibrary.wiley.com/journal/18735924

 

Academic Year: 
2024-25
  • Printer-friendly version