Econometrics and Economic Forecasting

Course Number: 
HUL 755
LTP structure: 
2-1-0
Discipline: 
Economics
Credit: 
3.0

Course Objective

Nature of econometrics, specification of econometric model. Least-squares estimators. Properties of the least-squares estimators. Statistical inference in regression model. Dummy variables. Multi-collinearity. Specification error. Maximum likelihood estimators. Generalized least squares. Heteroscedasticity. Auto-correlation. Pooling of time-series and cross-section data. Distributed legs. Simultaneous-equation system. Identification problem. Procedures for estimating a single equation in a systems of equations. Estimation of equation systems. Forecasting. Moving average models. Autoregressive models. Simulation models.

Faculty

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