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Econometrics Term IV Hema Swaminathan

Econometrics Term IV Hema Swaminathan. Objectives. Introduce applied econometrics Econometric modelling Uses and limitations Diagnostic and specifications Get hands – on experience using STATA. Course Material. Textbook supplemented by lectures Damodar Gujarati, Basic Econometrics

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Econometrics Term IV Hema Swaminathan

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  1. EconometricsTerm IVHema Swaminathan

  2. Objectives • Introduce applied econometrics • Econometric modelling • Uses and limitations • Diagnostic and specifications • Get hands – on experience using STATA

  3. Course Material • Textbook supplemented by lectures • Damodar Gujarati, Basic Econometrics • Statistical package: STATA 10

  4. Course Plan • Classroom lectures • Practical sessions • Computer lab; practice models discussed in class • Evaluation • In-class mid term: 40% • Two quizzes: 10% each • In-class end term: 40%

  5. Key Topics • Multiple regression • Limited dependent variables • Two-stage least squares • Introduction to panel data • Model specification and diagnostics

  6. Questions? • Contact me at hema.swaminathan[AT]iimb.ernet.in Ext. 3393 Office B 102

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