Special Module on Econometric Tools

Course Number: 
HUV 887
LTP structure: 
1-0-0
Discipline: 
Economics
Credit: 
1.0

Pre-requisite

HUL or SML 700/800 category courses

Course Objective

Estimation and inference in two variable model; OLS assumption; Extension of the two variable model; OLS assumption : autocorrelation, multicollinearity, and heteroskedasticity, models with limited dependent variables : LPM, log it, and probit; Panel data modelling: fixed effect and random effect models; Time series analysis : introduction to non-stationarity, AR and MA modelling.

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