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  • Course Outline of Econometrics

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    Anum Siyal
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    This document outlines the chapters covered in an Applied Econometrics course for an MBA program. The course covers single-equation regression models, including two-variable regression analysis and the classical normal linear regression model. It also covers multiple regression, dummy variable regression, and techniques for relaxing assumptions like multicollinearity, heteroscedasticity, and autocorrelation. The textbook used is Basic Econometrics by Gujarati and Porter.

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    This document outlines the chapters covered in an Applied Econometrics course for an MBA program. The course covers single-equation regression models, including two-variable regression analysis and the classical normal linear regression model. It also covers multiple regression, dummy variable regression, and techniques for relaxing assumptions like multicollinearity, heteroscedasticity, and autocorrelation. The textbook used is Basic Econometrics by Gujarati and Porter.

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    © All Rights Reserved
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    4 views2 pages

    Course Outline of Econometrics

    Uploaded by

    Anum Siyal
    This document outlines the chapters covered in an Applied Econometrics course for an MBA program. The course covers single-equation regression models, including two-variable regression analysis and the classical normal linear regression model. It also covers multiple regression, dummy variable regression, and techniques for relaxing assumptions like multicollinearity, heteroscedasticity, and autocorrelation. The textbook used is Basic Econometrics by Gujarati and Porter.

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    © All Rights Reserved
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    of 2

    Applied Econometrics

    Course no. 762


    MBA (Hons)

    Single-Equation Regression Models


    Chap #1 The Nature of Regression Analysis
    Chap #2 Two-Variable Regression Analysis: Some Basic Ideas
    Chap #3 Two-Variable Regression Model: The Problem of Estimation
    Chap #4 Classical Normal Linear Regression Model (CNLRM)
    Chap #5 Two-Variable Regression: Interval Estimation and Hypothesis
    Testing
    Chap #6 Extensions of the Two-Variable Linear Regression Model
    Chap #7 Multiple Regression Analysis: The Problem of Estimation
    Chap #8 Multiple Regression Analysis: The Problem of Inference
    Chap #9 Dummy Variable Regression Models
    PARTTWO
    Relaxing the Assumptions of the Classical Model
    Chap #10 Multicollinearity: What Happens If the Regressors Are
    Correlated?
    Chap #11 Heteroscedasticity: What Happens If the Error Variance Is
    Nonconstant?
    Chap #12 Autocorrelation: What Happens If the Error Terms Are
    Correlated?
    Chap #13 Econometric Modeling: Model Specification and Diagnostic
    Testing

    Textbook:
    Gujarati, D. and Porter, D.C., 2009. Basic Econometrics. 5th Edition

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