Applied Econometrics using EViews –II

Paper Code: 
ECO 415
Credits: 
2
Contact Hours: 
30.00
Max. Marks: 
100.00
Objective: 

        Course Objectives:

 

      The objectives of this course are -

 

  1. To acquaint the students with the use of software EViews to detect the violation of assumptions of the regression model in data.
  2. To develop an understanding of the use of EViews for estimating models with dummy independent variables.

 

Course Outcomes (COs):

 

Course

 Outcome (at course level)

Learning and teaching strategies

Assessment Strategies 

Paper Code

Paper Title

ECO 415

Applied Econometrics using EViews-I

CO60: Learn the various methods of detecting the problems of multicollinearity, heteroscedasticity, autocorrelation and specification error in data using EViews.

CO61: Understand the estimation and interpretation of models comprising of dummy variables.

 

Approach in teaching: Interactive Lectures, Discussion and Demonstration.

 

Learning activities for the students:

Practice modules and  Assignments.

Practical File Preparation,  Assignments,  Semester end examinations.

 

6.00
Unit I: 
Multicollinearity

Detection of the problem of multicollinearity.

 

6.00
Unit II: 
Heteroscedasticity

Detection of the problem of heteroscedasticity. 

6.00
Unit III: 
Serial correlation

Detection of the problem of serial correlation.

 

6.00
Unit IV: 
Specification error

Omitted variable and redundant variable tests.

 

6.00
Unit V: 
Qualitative (dummy) independent variables

Illustration of the uses of dummy variables.

 

Academic Session: 
2020-21
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