COURSE PLAN Annexure A

(Undergraduate Programme)
(Each Teacher to submit course plan individually)

DEPARTMENT Mathematics (Computational Finance)

Course Code: MT-455 Course Title: Econometrics Teacher Name: Sami Ullah Qureshi

Semester: Spring Academic Session: 2020 Class: 4th (Final) Year

No. of sections: 01 No of contact hours per week per section: 03

TEACHING TOOLS
 Problem-based learning  Mini-project  Case studies
 Innovative solution  Group activity  Entrepreneurial activities
 Industrial visit  Student presentation  Other Online Teaching

WEEK TOPICS List of Material to be Assignment/Quiz

No. Uploaded Plan
1. Review of statistical concepts: Video Lecture
random variables, controlled
vs uncontrolled experimental
data, discrete vs continuous
random variables,

2. Review of probability Video Lecture

concepts.

3. The simple linear regression Video Lecture

model.

4. The econometric model, the Video Lecture

least squares principle,

5. Estimating the econometric Video Lecture Quiz

model and interpreting the
results
6. The properties of the least Video Lecture
squares
7. Estimates of an econometric Video Lecture
model,
8. Inference and prediction in the Video Lecture Assignment
simple linear regression
model.

9. The general linear regression Video Lecture

model: the econometric model
with more than one
independent variable, the least
squares principle
10. Estimating the GLRM and Video Lecture
interpreting the results,
 COURSE PLAN Annexure A
(Undergraduate Programme)
(Each Teacher to submit course plan individually)

11. Inference and prediction in the Video Lecture

GLRM,

12. single and joint hypothesis Video Lecture

tests of the parameters of the
econometric model.
13. Topics in time series Video Lecture Assignment
econometrics: stationary time
series, spurious regression

14. Tests for stationarity, Video Lecture

cointegration.

Total per Semester: 42

SESSIONAL CRITERIA
Assessment Type Marks Schedule (Week No.)
Quiz 05 5th
Assignment 1 05 8th
Assignment 2 10 13th
Mid-term Exam. 20
Total Sessional Marks 40

Reviewed &
Prepared by: Sami Ullah Qureshi Approved by:

Date Date