Applied Econometrics using EViews-I

Paper Code: 
ECO 315
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 basics of software EViews.
  2. To develop an understanding of the use of EViews for estimating simple and multiple linear regression models. 
  3. To help the students to understand the estimation and interpretation of functional forms in EViews.

 

Course Outcomes (COs):

 

 

Course

 Outcome (at course level)

Learning and teaching strategies

Assessment Strategies 

Paper Code

Paper Title

ECO 315

Applied Econometrics using EViews-I

CO44: Acquire knowledge of statistical software EViews.

CO45: Understand the methods of estimation of models

CO46: Interpret the results of estimation.

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: 
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

 

Academic Session: 
2020-21
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