Econometrics Notes PDF
Date: 3rd Feb 2023
In these “Econometrics Notes PDF”, we will enable the students to analyze quantitatively the economic information for its real life application.
We have provided multiple complete Econometrics Notes PDF for any university student of Bachelor of Management Studies (BMS) or Master of Business Administration (MBA) to enhance more knowledge about the subject and to score better marks in the exam. Students can easily make use of all these Econometrics Notes PDF by downloading them.
Topics in our Econometrics Notes PDF
The topics we will cover in these Econometrics Notes PDF will be taken from the following list:
Introduction to Econometrics; Basics of Probability; Classical Two Variable Linear Regression Model: Types of Data: Time Series, Cross Section and Panel Data. Concept of Population Regression Function (PRF) and Sample Regression Function (SRF): With classical assumption least square estimation, BLUE, properties of estimator.
Analysis of variance and R squared. Understanding the residuals/error term. Assumptions of the model. Expectation and standard errors of the regression coefficients and the error term. Gauss Markov Theorem. Confidence intervals and tests on population regression coefficients, variance of population disturbance term, and forecasts. Testing the significance of the model as a whole. Testing the normality assumptions.
Multiple Regression Model: The three variable case. Derivation of the coefficients. Correlation. Additional assumptions. Adjusted R square. Confidence intervals and testing of the regression coefficients. F and t tests for structural stability, contribution and justification of an explanatory variable.
Relaxing the Assumptions of the Classical Linear Model: Multicollinearity: The problem. Detection. Solution. Heteroscedasticity: The problem. Detection. Solution. Generalized Least squares (GLS).
Autocorrelation: Problem. Tests for detection. Solutions. Specification Errors: Omission of a variable, Inclusion of irrelevant variable, tests for detecting errors, errors in explanatory and dependent variable.
Other Functional Forms: Regressions in deviation form and through the origin. The log-log, loglin, lin-log, reciprocal, log-reciprocal models with application.
Dummy variables and Introduction to panel data: Intercept dummy variables, slope dummy variables, Interactive dummy variables. Dummies for testing the presence of seasonal trends. Use of dummies in fixed and random effects.
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Econometrics Reference Books List
We have listed the best Econometrics Reference Books that can help in your Econometrics exam preparation:
- Christopher Dougherty (2007). Introductory Econometrics (3rd edition). Oxford University Press.
- Gujarati, Damodar and Sangeetha (1995). Basic Econometrics (4th edition): McGraw Hill.
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