Applied Econometrics using EViews-I

Paper Code: 
ECO 315
Credits: 
2
Contact Hours: 
30.00
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.

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

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

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

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

Unit III: 
Testing for structural changes

Chow Test; interpretation of results

Unit IV: 
Functional Forms

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

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: 

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

Academic Session: 
2022-23
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