NPTEL : NOC:Econometric Modelling (Management)

Co-ordinators : Prof. Sujata Kar


Lecture 1 - An Overview

Lecture 2 - Formulation of Econometric Modelling

Lecture 3 - Review of Basic Concepts - I

Lecture 4 - Review of Basic Concepts - II

Lecture 5 - Types of Data

Lecture 6 - Simple Regression - I

Lecture 7 - Simple Regression - II

Lecture 8 - Assumptions of Classical Linear Regression

Lecture 9 - Properties of OLS Estimators

Lecture 10 - Hypothesis Testing

Lecture 11 - Multiple Regression - I

Lecture 12 - Multiple Regression - II

Lecture 13 - Multiple Regression - III

Lecture 14 - Problem of Multicollinearity

Lecture 15 - Omitted Variables and Parameter Stability - I

Lecture 16 - Omitted Variables and Parameter Stability - II

Lecture 17 - Problem of Heteroscedasticity - I

Lecture 18 - Problem of Heteroscedasticity - II

Lecture 19 - T- Test

Lecture 20 - Wald Test

Lecture 21 - F-test - I

Lecture 22 - F-Test - II

Lecture 23 - Chow Test

Lecture 24 - Problem of Serial Correlation - I

Lecture 25 - Problem of Serial Correlation - II

Lecture 26 - AR, MA and ARMA Processes - I

Lecture 27 - AR, MA and ARMA Processes - II

Lecture 28 - Modelling Trend and Seasonal Variations - I

Lecture 29 - Modelling Trend and Seasonal Variations - II

Lecture 30 - Spline function and Categorical Variables

Lecture 31 - Linear Probability Model

Lecture 32 - Probit and Logit Models

Lecture 33 - Tobit and Multinomial Logit Models

Lecture 34 - Panel Data Methods

Lecture 35 - Simultaneous Equations System - I

Lecture 36 - Simultaneous Equations System - II

Lecture 37 - Introduction to VARs

Lecture 38 - Stationarity and Unit Root Testing - I

Lecture 39 - Stationarity and Unit Root Testing - II

Lecture 40 - Basics of Cointegeration