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Course10910418242 lectures

Applied Statistics and Econometrics

Prof. Deep Mukherjee · IIT Kanpur

Start with lecture 1 At NPTEL

Lectures

Week 1: Introduction

  1. Lecture 1: Introduction to Statistics Video
  2. Lecture 2: Introduction to Econometrics Video
  3. Lecture 3: Organization & Presentation of Data Video
  4. Lecture 4: Summarizing Data through Descriptive Statistics Video

Week 2: Probability Distribution

  1. Lecture 5: Discrete Random Variable & Probability Distribution Video
  2. Lecture 6: Continuous Random Variables & Probability Distribution Video
  3. Lecture 7: Normal Distribution Video
  4. Lecture 8: Introduction to Statistical Inference Video

Week 3: Statistical Inference

  1. Lecture 9: Estimation (Part I) Video
  2. Lecture 10: Estimation (Part II) Video
  3. Lecture 11: Hypothesis Testing (Part I) Video
  4. Lecture 12: Hypothesis Testing (Part II) Video

Week 4: Statistical Inference and Relationship Between Variables

  1. Lecture 13: Hypothesis Testing (Part III) Video
  2. Lecture 14: Hypothesis Testing (Part IV) Video
  3. Lecture 15: Relationship between Qualitative Variables Video
  4. Lecture 16: Relationship Between Quantitative Variables Video

Week 5: Analysis of Variance

  1. Lecture 17: Analysis of Variance Video
  2. Lecture 18: One Way ANOVA Video
  3. Lecture 19: Two Way ANOVA Video
  4. Lecture 20: Analysis of Covariance Video

Week 6: Index Number & Time Series

  1. Lecture 21: Index Number (Part I) Video
  2. Lecture 22: Index Numbers (Part II) Video
  3. Lecture 23: Classical Time Series Analysis (Part I) Video
  4. Lecture 24: Classical Time Series Analysis (Part II) Video

Week 7: Classical Linear Regression

  1. Lecture 25: Classical Linear Regression Model (Part-I) Video
  2. Lecture 26: Classical Linear Regression Model (Part-II) Video

Week 8: Hypothesis Testing and Violation of CLRM Assumptions

  1. Lecture 28: Hypothesis Testing with CNLRM Video
  2. Lecture 29: More on Hypothesis Testing and Model Specification Video
  3. Lecture 30: Violations of CLRM Assumptions (Heteroskedasticity) Video

Week 9: Violation of CLRM Assumptions and Time Series Econometrics

  1. Lecture 31: Violations of CLRM Assumptions (Autocorrelation and Multicollinearity) Video
  2. Lecture 32: Time Series Regression with Stationary Data Video
  3. Lecture 33: Time Series Regression with Non-Stationary Data Video

Week 10: Binary Independent Variable and Limited Dependent Variable Models

  1. Lecture 34: Regression with Dummy Explanatory Variable Video
  2. Lecture 35: Dummy Dependent Variable Models (Part-I) Video
  3. Lecture 36: Dummy Dependent Variable Models (Part-II) Video

Week 11: Simultaneous Equations Model and Panel Data & Program Evaluation Techniques

  1. Lecture 37: Simultaneous Equations Model Video
  2. Lecture 38: Panel Data Regression Video
  3. Lecture 39: Program Evaluation Video

Week 12: R-Software Sessions

  1. Lecture 40: Data Analysis and Regression with R Video
  2. Lecture 41: Regression Involving Dummy Variables in R Video
  3. Lecture 42: Time Series Analysis in R Video

Live Session

  1. Live Session 10-02-2024 Video

Syllabus and materials

At NPTEL, as the course publishes them.

Credits and licence

Institution
IIT Kanpur
Department
Humanities and Social Sciences
Teacher
Prof. Deep Mukherjee
Level
Undergraduate
Language
English
Subjects
Society and politics
Source
NPTEL
Licence
CC BY-NC-SA, as NPTEL states it. Non-commercial use only. NPTEL's terms
Attribution
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