Applied Econometrics Using EViews-II

Paper Code: 
25GECO405
Credits: 
02
Periods/week: 
04
Max. Marks: 
100.00
Objective: 

The course will enable the students to

1. To acquaint the  students with the  use  of software EViews to detect the  violation  of assumptions of the  regression model.

2.To describe the  use  of EViews for estimating models with dummy independent variables.

 

Course Outcomes: 

Course

Learning outcome

(at course level)

Learning and teaching strategies

Assessment

Strategies

Course

Code

Course

Title

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

25GEC O 405

 

 

 

 

 

 

 

 

 

 

 

 

 

Applied Econometri cs Using EViews-II (Practical)

CO247. Test  the  presence of multicollinearity with  the help  of  different  tests and interpret        the  results

CO248. Test  the  presence of   heteroscedasticity   with the   help   of  different  tests and    interpret   the    results

CO249. Analyze the detection of  serial correlation with  the  help  of different     tests      and interpret the  results.

CO250. Estimate different functions      for     detecting specification     error       and interpret the results.

CO251. Apply     dummy variables     in    regression, estimate      ANOVA      and ANCOVA         models  and test   various     hypotheses and  interpret results.

CO252.Contribute effectively in  course- specific  interaction

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

 

Learning activities for the students:

 

Self-learning assignments, Practical questions

Class activity, Assignments and Semester end examinations

 

12.00
Unit I: 

Multicollinearity Detection of the  problem of multicollinearity-coefficient of determination, t-ratio, pair-wise correlation and  VIF

12.00
Unit II: 

Heteroscedasticity Detection of the  problem of heteroscedasticity- Graphical  method and  B-P-G test

12.00
Unit III: 

Serial correlation Detection of the  problem of serial  correlation-Graphical method, D-W test and  B.G. LM serial  correlation test

12.00
Unit IV: 

Specification error Omitted variable and  redundant variable tests, Ramsey RESET

12.00
Unit V: 

Qualitative (dummy) independent variables Illustration of the  uses of dummy variables

ESSENTIAL READINGS: 

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

REFERENCES: 

1.   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. The  Journal of Econometrics:     Academic.oup.com/ectj

2. Journal of Applied Econometrics :    Onlinelibrary.wiley.com/journal/18735924

 

Academic Year: 
2025-26
  • Printer-friendly version