Applied Econometrics Using EViews-II

Paper Code: 
CECO 613
Credits: 
2
Contact Hours: 
60.00
Max. Marks: 
100.00
Objective: 
  1. To acquaint the students with the use of software EViews to detect the violation of assumptions of the regression model.
  2. To describe the use of EViews for estimating models with dummy independent variables
12.00
Unit I: 
Multicollinearity

Detection of the problem of multicollinearity-coefficient of determination, t-ratio, pair-wise correlation and VIF

12.00
Unit II: 
Heteroscedasticity

Detection of the problem of heteroscedasticity- Graphical method and B-P-G test

12.00
Unit III: 
Serial correlation

Detection of the problem of serial correlation-Graphical method, D-W test and B.G. LM serial correlation test

12.00
Unit IV: 
Specification error

Omitted variable and redundant variable tests, Ramsey RESET

12.00
Unit V: 
Qualitative (dummy) independent variables

Illustration of the uses of dummy variables

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: 
2023-24
  • Printer-friendly version
  • PDF version