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Course11010509361 lectures

Engineering Econometrics

Prof. Rudra P Pradhan · IIT Kharagpur

Start with lecture 1 At NPTEL

Lectures

MODULE 1

  1. Lecture 1 : Introduction to Engineering Econometrics Video
  2. Lecture 2 : Introduction to Engineering Econometrics (Contd.) Video
  3. Lecture 3 : Introduction to Engineering Econometrics (Contd.) Video
  4. Lecture 4: Introduction to Engineering Econometrics (Contd.) Video
  5. Lecture 5 : Introduction to Engineering Econometrics (Contd.) Video

MODULE 2

  1. Lecture 6 : Exploring Data on Spreadsheets Video
  2. Lecture 7 : Exploring Data on Spreadsheets (Contd.) Video
  3. Lecture 8 : Exploring Data on Spreadsheets (Contd.) Video
  4. Lecture 9 : Exploring Data on Spreadsheets (Contd.) Video
  5. Lecture 10 : Exploring Data on Spreadsheets (Contd.) Video

MODULE 3

  1. Lecture 11 : Descriptive Econometrics Video
  2. Lecture 12 : Descriptive Econometrics (Contd.) Video
  3. Lecture 13 : Descriptive Econometrics (Contd.) Video
  4. Lecture 14 : Descriptive Econometrics (Contd.) Video
  5. Lecture 15 : Descriptive Econometrics (Contd.) Video

MODULE 4

  1. Lecture 16 : Linear Regression Modelling Video
  2. Lecture 17 : Linear Regression Modelling (Contd.) Video
  3. Lecture 18 : Linear Regression Modelling (Contd.) Video
  4. Lecture 19 : Linear Regression Modelling (Contd.) Video
  5. Lecture 20 : Linear Regression Modelling (Contd.) Video

MODULE 5

  1. Lecture 21 : Linear Regression Modelling (Contd.) Video
  2. Lecture 22 : Linear Regression Modelling (Contd.) Video
  3. Lecture 23 : Modelling Diagnostics Video
  4. Lecture 24 : Modelling Diagnostics (Contd.) Video
  5. Lecture 25 : Modelling Diagnostics (Contd.) Video

MODULE 6

  1. Lecture 26: Multicolinearity problem III Video
  2. Lecture 27 : Autocorrelation problem I Video
  3. Lecture 28 : Autocorrelation problem II Video
  4. Lecture 29 :Heteroskedasticity problem I Video
  5. Lecture 30 : Heteroskedasticity problem II Video

MODULE 7

  1. Lecture 31: Model Specification- Choosing the Independent Variables Video
  2. Lecture 32: Model Specification- Choosing the Independent Variables Video
  3. Lecture 33 : Non-Linear Regression Modelling- Dummy-Variable Regression Modelling Video
  4. Lecture 34 : Non-Linear Regression Modelling- Interactive Regression Modelling Video
  5. Lecture 35 : Non-Linear Regression Modelling- Polynomial (Curvilinear) Regression Model Video

MODULE 8

  1. Lecture 36 : Non-Linear Regression Modelling _Model Transformation Video
  2. Lecture 37 : Extension of Dummy Regression Modelling Video
  3. Lecture 38 : Extension of Dummy Regression Modelling- Dummy Independent Variable Modelling Video
  4. Lecture 39 : Extension of Dummy Regression Modelling- Dummy Dependent Variable Modelling Video
  5. Lecture 40 : Extension of Dummy Regression Modelling- Dummy Independent Variable Modelling Video

MODULE 9

  1. Lecture 41: Time Series Modelling- Basics Video
  2. Lecture 42: Time Series Modelling- Trend Analysis Video
  3. Lecture 43: Time Series Modelling- Trend Analysis (Least Squares Method) Video
  4. Lecture 44: Time Series Modelling- Forecasting Video
  5. Lecture 45: Time Series Modelling- Stationarity Video

MODULE 10

  1. Lecture 46 : Time Series Modelling- Volatility Modelling Video
  2. Lecture 47 : Time Series Modelling- Volatility Modelling Video
  3. Lecture 48 : Time Series Modelling- Volatility Modelling Video
  4. Lecture 49 : Time Series Modelling- Volatility Modelling Video
  5. Lecture 50 : Time Series Modelling- Volatility Modelling Video

MODULE 11

  1. Lecture 51 : Time Series Modelling- VAR modelling Video
  2. Lecture 52: Time Series Modelling- VAR modelling y Video
  3. Lecture 53: Panel Data Modelling Video
  4. Lecture 54 : Panel Data Modelling (Contd.) Video
  5. Lecture 55 : Panel Data Modelling (Contd.) Video

MODULE 12

  1. Lecture 56 : Panel Data Modelling Video
  2. Lecture 57 : Fitting Models to Data Video
  3. Lecture 58 : Fitting Models to Data (Contd.) Video
  4. Lecture 59 : Fitting Models to Data (Contd.) Video
  5. Lecture 60 : Fitting Models to Data (Contd.) Video

Live Session

  1. Live Session 03-03-2020 Video

Syllabus and materials

At NPTEL, as the course publishes them.

Credits and licence

Institution
IIT Kharagpur
Department
Management
Teacher
Prof. Rudra P Pradhan
Level
Undergraduate
Language
English
Subjects
Business and management
Source
NPTEL
Licence
CC BY-NC-SA, as NPTEL states it. Non-commercial use only. NPTEL's terms
Attribution
NPTEL states: "Distributed under Creative Commons Attribution-ShareAlike / CC BY - NC - SA", beside a BY-NC-SA badge.
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