Applied Econometrics Through EViews- I

Paper Code: 
24CECO 513
Credits: 
2
Contact Hours: 
60.00
Max. Marks: 
100.00
Objective: 
  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

Code

Course Title

Learning outcome (at course level)

Learning and teaching strategies

Assessment Strategies 
   

24CECO 513

Applied Econometrics Using EViews-I

(Practical)

Students will:

CO61: analyze the basics of EViews and estimate and interpret the results of classical linear regression model by OLS method

CO62: test structural changes in data series and interpret the results and estimate the various functional forms of regression models and interpret the results

CO63: estimate multiple regression models, test their reliability, test hypotheses and interpret the results

CO64: create a file related to different types of analysis using E Views

CO65: defend orally the findings of the analysis

CO66: 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.

 

12.00
Unit I: 
Simple Linear Regression Model: Two Variable Case I

Basics of EViews; Estimation of classical linear regression model by method of ordinary least squares; Reporting of results, interpretation of results

 

12.00
Unit II: 
Simple Linear Regression Model: Two Variable Case II

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

 

12.00
Unit III: 
Testing for structural changes

Chow Test; interpretation of results

 

12.00
Unit IV: 
Functional Forms

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

 

12.00
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: 

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

 

References: 

References: 

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

 

Journals:

  1. The Journal of Econometrics

    Academic.oup.com/ectj

  1. Journal of Applied Econometrics

    Onlinelibrary.wiley.com/journal/18735924

 

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

 

 

Academic Session: 
2024-25
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