Introduction to Econometrics
Course Information
Instructor: Kedar Kulkarni
Program: Bachelor of Arts in Economics
Semester: 3rd
Contact: kedar.kulkarni@apu.edu.in
Introduction to Econometrics
Course Information
Instructor: Kedar Kulkarni
Program: Bachelor of Arts in Economics
Semester: 3rd
Contact: kedar.kulkarni@apu.edu.in
Readings
Ross, Sheldon M. Introductory statistics. Academic Press, 2017.
Wooldridge, Jeffrey M. Introductory econometrics a modern approach. South-Western cengage learning, 2016.
Gujarati, Damodar, N. and Porter, D.C. (2008) Basic Econometrics. 5th Edition, McGraw-Hill, Boston
Unit 1: Basics of Inferential Statistics
R Scripts: Distribution of Sample Means; LLN; LLN-Coin Toss; CLT
Unit 2: Estimation
R Scripts: Estimation Practice Problems in R; Bessel's Correction; T vs Z Distribution
Unit 4: Simple Linear Regression
In-Class Lecture Notes - Introduction to Simple Linear Regression
In-Class Lecture Notes - Derivation of Ordinary Least Squares Estimators
In-Class Lecture Notes - Variance of OLS Estimator
In-Class Lecture Notes - Functional Forms OLS Interpretation
Practice Problems - 1; Practice Problems -2
R Scripts: SRF vs PRF , Linear Regression, Distribution of Beta Coefficients, Heteroskedasticity
Unit 5: Multiple Linear Regression
In-Class Lecture Notes - Introduction to Multiple Linear Regression
In-Class Lecture Notes - Multiple Linear Regression F-Test
R Scripts: Biased OLS, Multicollinearity, F-Test
Datasets for Multiple Linear Regression in R -1 ; Datasets for Multiple Linear Regression in R - 2;
Unit 6: Dummy Variable Regression
In-Class Lecture Notes - Introduction to Dummy Variable Regression
In-Class Lecture Notes - Chow Test
R Scripts: Chow-Test