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Admissions

It is a University which is committed to excellence and overall development of the student and one where talent is nurtured and honed in the best possible manner. Come, be a part of our never-ending journey of accomplishments and accolades.

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Excellent education not only imparts knowledge, but also paves the way for a promising and successful career. The Placement Cell at The IIS University has numerous success stories to narrate in this regard...

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Taking the age-old tradition of enlightenment through education forward, The IIS University - in its continuous pursuit of excellence - firmly believes that an institution’s academic profile determines its worth and value. Therefore, on offer are a wide variety of both conventional and contemporary programmes of study.

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To stimulate curiosity and cater to the global needs of a dynamic education, The IIS University - since inception - has been promoting and encouraging research-based experiential learning among all its students.

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About Us

The IIS University, with its perfect amalgamation of innovation, inspiration and synergy, aims to be a model institution for students across disciplines and programmes.

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IIS Univ
  • Admissions

    It is a University which is committed to excellence and overall development of the student...

  • Placements

    Excellent education not only imparts knowledge, but also paves the way for...

  • Life@IIS Univ

    Life @ IISU is nothing less than a kaleidoscope of myriad hues; complete with...

  • Academics

    Taking the age-old tradition of enlightenment through education forward,...

  • Research

    To stimulate curiosity and cater to the global needs of a dynamic education,...

  • About Us

    The IIS University, with its perfect amalgamation of innovation, inspiration...

IIS (Deemed to be University)

Gurukul Marg, SFS, Mansarovar, Jaipur 302020, (Raj.) India

Phone:- +91-141-2400160-61, 2397906-07,

Fax: 2395494,2781158, Toll Free No.: 1800 180 7750

APPLIED ECONOMETRICS USING EVIEWS-II | Economics

APPLIED ECONOMETRICS USING EVIEWS-II

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Paper Code: 
ECO 424(A-P)
Credits: 
2
Contact Hours: 
60.00
Max. Marks: 
100.00
Objective: 
  1. To acquaint the students with the use of software EViews in the case of dummy variables, panel data and estimation of autoregressive models.
  2. To develop an understanding of the use of EViews for testing of stationarity, granger causality tests and forecasting with ARIMA model. 
  3. To appraise the students with the estimation of simultaneous equations model by software EViews.

 

Course Outcomes (COs):

Course

Outcome (at course level)

Learning and teaching strategies

Assessment Strategies 

Paper Code

Paper Title

ECO 424(A-P)

Applied Econometrics using EViews-II

CO66: Students willunderstand the use of EViews software for estimating dummy variable regression models and distributed lag models.

CO67: Students willanalyze the estimation and interpretation of models based on panel data and time series data.

Approach in teaching: Interactive Lectures, Discussion and Demonstration.

 

Learning activities for the students:

Practice modules and  Assignments.

Practical File Preparation,  Assignments,  Semester end examinations.

 

12.00
Unit I: 
Dummy Variables

 

Illustration of the use of dummy variables, Chow test, Estimation of Logit and Probit Models, computation of Marginal Effects.

12.00
Unit II: 
Distributed Lag Models

 

Estimation of the Koyck Model and its interpretation, Estimation of Partial Adjustment Model and its interpretation.

12.00
Unit III: 
Panel Data Regression Models

 

Organising data, obtaining series for fixed/random effects, Fixed Effects testing, estimating Random Effects Model, choosing between FEM and REM, interpretation of results.

12.00
Unit IV: 
Time Series Econometrics

 

Stationarity tests, estimation of Cointegrating Regression and the ECM, ARIMA (BJ) Forecasting, evaluation of forecasts, Estimation of VAR model, testing Granger Causality in VAR model, forecasting with VAR model, testing of ARCH effect, graphical presentation of volatility clustering, estimation of ARCH Model and GARCH model.

12.00
Unit V: 
Simultaneous Equations System

 

Application of Indirect Least Squares, Application of Two-Stage Least Squares and interpretation.

Essential Readings: 

Bhaumik, S.K., Principles of Econometrics- A Modern Approach using EViews, Oxford University Press, 2015.

 

Academic Session: 
2021-22
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