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ECO601 : Business Econometrics

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Course Info

Course Category

Economics

Course Level

Undergraduate

Credit Hours

3

Pre-requisites

N/A

Instructor

Dr. Sayyid Salman Rizavi
PhD Economics.

Course Contents

Introduction to Econometrics, Structure of Data and its types, Summation Operators, Some functions & their properties, Derivatives, Random Variables, Basics of Probability distributions, The Simple Regression Model, Deriving the ordinary least square (OLS) estimates and their formula, Properties of OLS, Incorporating nonlinearities in simple regression, Multiple Regression Model, Multiple Regression with Qualitative Variables, Dummy variables and their use, Regression Diagnostics, Multicollinearity, Heteroskedasticity, Autocorrelation, Using 'Stata' Software for Econometrics, Simultaneous Equation Models, Panel Data Methods, Limited Dependent Variable Models, Forecasting, Time Series Econometrics.