Department Events
Applied Econometrics using EViews-I
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 | Learning outcome (at course level) | Learning and teaching strategies | Assessment Strategies | |
Course Code | Course Title | |||
25GEC O 305 |
Applied Econometri cs 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: Inter active Lectures, Discussion, Case studies..
Learning activities for the students: Presentations, Assignments and Group discussions. | Class activity, Assignments and Semester end examinations. |
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
Simple Linear Regression Model: Two Variable Case II Goodness of fit; tests of hypotheses; confidence intervals; interpretation of results
Testing for structural changes Chow Test; interpretation of results
Functional Forms: Estimation of Log-linear model, semilog models, reciprocal models and logarithmic reciprocal model; interpretation of results
Multiple Regression Model: Estimation of parameters; goodness of fit - R2 and adjusted R 2; testing hypotheses –individual and joint; interpretation of results
Bhaumik, S. K. , Principles of Econometrics: A Modern Approach Using EVIEWS. Oxford
University Press, 1st Edition, 2015.
SUGGESTED READINGS:
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
