The objective of this course is to present a comprehensive tools and techniques for managerial decision making including problem of cost estimation, market size determination, sales projection, stock price prediction, etc.
It has two parts. First part deals with regression-based modeling, which captures the behavior of variable through a structural model based on theory.
The second part deals with time series modeling, which concentrates on the dynamic characteristics of economic and financial data. The tentative subject outline is described below.
What is Econometrics? Difference between Econometrics, Mathematics and Statistics, Basics of Model Building, Basics of Business Forecasting, Univariate Statistics, Bivariate Statistics, Probability and Hypothesis Testing.
Bivariate Econometric Modelling, Trivariate Econometric Modelling, Multivariate Econometric Modelling, Multicolinearity, Serial Correlation, Heteroskedasticity, DG Test, Dummy Variable Econometric Modelling.
Panel Data Modelling, Lag Modelling, Identification Problem, Structural Equation Modelling, Basics of Time Series, Box- Jenkins Methods, Error Measurements, Univariate Time Series Modelling.
Unit Root Test, Cointegration Test, Causality Test, VECM, ARM, MAM, ARIMA, ARCH, GARCH, EGARCH, TGARCH.

Other Resources

Course Curriculum

Mod-01 Lec-01 Introduction to Econometric Modelling Details 53:34
Mod-01 Lec-02 Structure of Econometric Modelling Details 55:1
Mod-01 Lec-03 Univariate Econometric Modelling Details 56:22
Mod-01 Lec-04 Bivariate Econometric Modelling Details 55:43
Mod-01 Lec-05 Bivariate Econometric Modelling (Contd.) Details 56:12
Mod-01 Lec-06 Probability Details 55:6
Mod-01 Lec-07 Bivariate Econometric Modelling Details 54:14
Mod-01 Lec-08 Bivariate Econometric Modelling (Contd. ) Details 54:17
Mod-01 Lec-09 Reliability BEM Details 53:4
Mod-01 Lec-10 Reliability BEM (Contd…1) Details 54:11
Mod-01 Lec-11 Reliability BEM (Contd…2) Details 57:25
Mod-01 Lec-12 ANOVA for Bivariate Econometric Modelling Details 56:48
Mod-01 Lec-13 Trivariate Econometric Modelling Details 54:1
Mod-01 Lec-14 Trivariate Econometric Modelling (Contd.) Details 54:20
Mod-01 Lec-15 Reliability of Trivariate Econometric Modelling Details 53:26
Mod-01 Lec-16 Multivariate Econometric Modelling Details 51:39
Mod-01 Lec-17 Multivariate Econometric Modelling (Contd.) Details 56:24
Mod-01 Lec-18 Matrix Approach to Econometric Modelling Details 54:11
Mod-01 Lec-19 Matrix Approach to Econometric Modelling (Contd.) Details 55:24
Mod-01 Lec-20 Multicolinearity Problem Details 53:59
Mod-01 Lec-21 Multicolinearity Problem (Contd.) Details 52:4
Mod-01 Lec-22 Autocorrelation Problem Details 54:2
Mod-01 Lec-23 Autocorrelation Problem (Contd.) Details 54:54
Mod-01 Lec-24 Heteroscedasticity Problem Details 53:12
Mod-01 Lec-25 Heteroscedasticity Problem (Contd.) Details 54:10
Mod-01 Lec-26 Dummy Modelling Details 56:21
Mod-01 Lec-27 Dummy Modelling (Contd.) Details 55:2
Mod-01 Lec-28 LOGIT and PROBIT Model Details 53:21
Mod-01 Lec-29 LOGIT and PROBIT Model (Contd.) Details 55:40
Mod-01 Lec-30 Panel Data Modelling Details 55:40
Mod-01 Lec-31 Panel Data Modelling (Contd.) Details 56:11
Mod-01 Lec-32 Simultaneous Equation Modelling Details 55:10
Mod-01 Lec-33 Simultaneous Equation Modelling (Contd.) Details 51:50
Mod-01 Lec-34 Structural Equation Modelling Details 54:26
Mod-01 Lec-35 Structural Equation Modelling (Contd.) Details 56:27
Mod-01 Lec-36 Time Series Modelling Details 56:43
Mod-01 Lec-37 Time Series Modelling (Contd.) Details 53:23
Mod-01 Lec-38 Unit Root Details 55:23
Mod-01 Lec-39 Cointegration Details 56:42
Mod-01 Lec-40 Concluding Remarks Details 55:37

These video tutorials are delivered by IIT Kharagpur as part of NPTEL online courses program.

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