# Applied Econometrics

- Institution: IIT Kharagpur
- Department: Management
- Teacher: Prof. Tutan Ahmed
- Level: Graduate
- Language: English
- Subjects: Business and management
- Source: [NPTEL](https://nptel.ac.in/courses/110105153)
- Licence: [CC BY-NC-SA](https://nptel.ac.in/faq) (Non-commercial use only.)
- Syllabus: [at the source](https://nptel.ac.in/courses/110105153)
- Who can watch: Tweens profiles and older (sources give no ratings; placed by Invisible Network from the source's own words)

Unique value added by this present course is that it will teach the students from data collection to conclusion of a study using econometric techniques. Second, it will delve deep into experiments in the field of Economics. Experimental Economics is a thriving area in the field of Economics.

INTENDED AUDIENCE : Management, Humanities, Economics, Industrial Engineering

PREREQUISITES : Higher Secondary Level Mathematics Knowledge

INDUSTRY SUPPORT : Banking, Policy making/ Development Organization, Consulting Firms

## Lectures

1. [Lecture 01: Overview of Module 01 & Introduction of Causality](https://invisiblenetwork.ai/learn/nptel/110105153/b8b38329916d) (YouTube)
2. [Lecture 02: Correlation and Causality](https://invisiblenetwork.ai/learn/nptel/110105153/d2ab6a89b2bb) (YouTube)
3. [Lecture 03: Correlation and Causality (Contd.)](https://invisiblenetwork.ai/learn/nptel/110105153/87aad2ff5313) (YouTube)
4. [Lecture 04: Correlation and Causality (Contd.)](https://invisiblenetwork.ai/learn/nptel/110105153/6eaf00e2cd40) (YouTube)
5. [Lecture 05: Probability Theory](https://invisiblenetwork.ai/learn/nptel/110105153/ce699a36f830) (YouTube)
6. [Lecture 06: Probability Theory (Contd.)](https://invisiblenetwork.ai/learn/nptel/110105153/20be28c67593) (YouTube)
7. [Lecture 07: Probability Theory (Contd.)](https://invisiblenetwork.ai/learn/nptel/110105153/98c9c6eb13de) (YouTube)
8. [Lecture 08: Probability Theory (Contd.)](https://invisiblenetwork.ai/learn/nptel/110105153/312769025f46) (YouTube)
9. [Lecture 09: Posterior Probability](https://invisiblenetwork.ai/learn/nptel/110105153/031b13b77353) (YouTube)
10. [Lecture 10: Bayesian Theorem](https://invisiblenetwork.ai/learn/nptel/110105153/80beb3a230e2) (YouTube)
11. [Lecture 11 : Bayesian Theorem (Contd.): Repeated Trial](https://invisiblenetwork.ai/learn/nptel/110105153/e750be932636) (YouTube)
12. [Lecture 12 : Bayesian Theorem (Contd.): Example of Diamond Identification](https://invisiblenetwork.ai/learn/nptel/110105153/ea89e7d856fb) (YouTube)
13. [Lecture 13: Probability Distribution](https://invisiblenetwork.ai/learn/nptel/110105153/609edba024fb) (YouTube)
14. [Lecture 14: Double Structure of Variable](https://invisiblenetwork.ai/learn/nptel/110105153/5f0d3ab8fd7c) (YouTube)
15. [Lecture 15: Probability Distribution (Discrete/Continuous Variable) Random Variable](https://invisiblenetwork.ai/learn/nptel/110105153/a25aadcd514a) (YouTube)
16. [Lecture 16: Probability Mass Function (PMF), Probability Density Function (PDF)](https://invisiblenetwork.ai/learn/nptel/110105153/186d9c50321b) (YouTube)
17. [Lecture 17: Expectation, Variance, Covariance](https://invisiblenetwork.ai/learn/nptel/110105153/623dcbd29d39) (YouTube)
18. [Lecture 18: Expectation, Variance, Covariance (Contd.)](https://invisiblenetwork.ai/learn/nptel/110105153/543961adae1c) (YouTube)
19. [Lecture 19: Covariance Rule](https://invisiblenetwork.ai/learn/nptel/110105153/397aa4a8fb79) (YouTube)
20. [Lecture 20: Bernoulli Distribution](https://invisiblenetwork.ai/learn/nptel/110105153/6a084f5b6431) (YouTube)
21. [Lecture 21: Bernoulli Distribution (Contd.)](https://invisiblenetwork.ai/learn/nptel/110105153/56cf998ae127) (YouTube)
22. [Lecture 22: Normal Approximation of Bernoulli Distribution](https://invisiblenetwork.ai/learn/nptel/110105153/3216102f21c6) (YouTube)
23. [Lecture 23 : Sampling](https://invisiblenetwork.ai/learn/nptel/110105153/55ebedd7d452) (YouTube)
24. [Lecture 24 : Sampling (Contd.)](https://invisiblenetwork.ai/learn/nptel/110105153/77d40be26704) (YouTube)
25. [Lecture 25 : Central Limit Theorem](https://invisiblenetwork.ai/learn/nptel/110105153/8f363806add4) (YouTube)
26. [Lecture 26 : Law of Large Numbers (LLN)](https://invisiblenetwork.ai/learn/nptel/110105153/0c238fdd51c2) (YouTube)
27. [Lecture 27 : Properties of Estimator](https://invisiblenetwork.ai/learn/nptel/110105153/c06a2636aa7f) (YouTube)
28. [Lecture 28 : Conflict Between Unbiasedness and Min Variance](https://invisiblenetwork.ai/learn/nptel/110105153/b0b9c51f18e9) (YouTube)
29. [Lecture 29 : T-Distribution](https://invisiblenetwork.ai/learn/nptel/110105153/284ebb037dd5) (YouTube)
30. [Lecture 30: Normal Distribution](https://invisiblenetwork.ai/learn/nptel/110105153/0a807726e870) (YouTube)
31. [Lecture 31: Normal Distribution (Contd.)](https://invisiblenetwork.ai/learn/nptel/110105153/8f9401c1957d) (YouTube)
32. [Lecture 32: Hypothesis Testing](https://invisiblenetwork.ai/learn/nptel/110105153/fddf6c99b4ac) (YouTube)
33. [Lecture 33: Decision Rules](https://invisiblenetwork.ai/learn/nptel/110105153/860abbbce3d9) (YouTube)
34. [Lecture 34: Level of Significance](https://invisiblenetwork.ai/learn/nptel/110105153/5abe4e973400) (YouTube)
35. [Lecture 35: P Value](https://invisiblenetwork.ai/learn/nptel/110105153/121f1e20b15f) (YouTube)
36. [Lecture 36: Power of a Test](https://invisiblenetwork.ai/learn/nptel/110105153/b1cb17a620f4) (YouTube)
37. [Lecture 37: Confidence Interval](https://invisiblenetwork.ai/learn/nptel/110105153/080ccc83b126) (YouTube)
38. [Lecture 38: Confidence Interval Example](https://invisiblenetwork.ai/learn/nptel/110105153/10f8ca9e40ee) (YouTube)
39. [Lecture 39: Properties of Power of a Test](https://invisiblenetwork.ai/learn/nptel/110105153/29d49764da3e) (YouTube)
40. [Lecture 40: Introduction to Module II](https://invisiblenetwork.ai/learn/nptel/110105153/09fefb8999d2) (YouTube)
41. [Lecture 41: Error Term, Coefficient of Determination, Regression Coefficient](https://invisiblenetwork.ai/learn/nptel/110105153/94f931b9868d) (YouTube)
42. [Lecture 42: Error Term, Coefficient of Determination, Regression Coefficient (Contd.)](https://invisiblenetwork.ai/learn/nptel/110105153/f31344ece475) (YouTube)
43. [Lecture 43: Error Term, Coefficient of Determination, Regression Coefficient (Contd.)](https://invisiblenetwork.ai/learn/nptel/110105153/4a8ffd6d4c4d) (YouTube)
44. [Lecture 44: Definition : Variable, Parameter and Coefficient](https://invisiblenetwork.ai/learn/nptel/110105153/ac1918b8f622) (YouTube)
45. [Lecture 45: Introduction to Regression: Recapitulating Correlation and Causal Thinking](https://invisiblenetwork.ai/learn/nptel/110105153/8af7b2c1ab40) (YouTube)
46. [Lecture 46: Adjusted R-Squared](https://invisiblenetwork.ai/learn/nptel/110105153/7698c914dc08) (YouTube)
47. [Lecture 47: Degrees of Freedom](https://invisiblenetwork.ai/learn/nptel/110105153/b0fb8b09522a) (YouTube)
48. [Lecture 48: Multiple Regression](https://invisiblenetwork.ai/learn/nptel/110105153/e950ede4d7e1) (YouTube)
49. [Lecture 49: Multiple Regression (Contd.)](https://invisiblenetwork.ai/learn/nptel/110105153/7b4af931e6fb) (YouTube)
50. [Lecture 50: Regression Table](https://invisiblenetwork.ai/learn/nptel/110105153/3fad91f3e2f2) (YouTube)
51. [Lecture 51: Regression Table (Contd.)](https://invisiblenetwork.ai/learn/nptel/110105153/4e2455158f24) (YouTube)
52. [Lecture 52: Multicollinearity](https://invisiblenetwork.ai/learn/nptel/110105153/646ec2218d5c) (YouTube)
53. [Lecture 53: Multicollinearity (Contd.)](https://invisiblenetwork.ai/learn/nptel/110105153/8ca23cc8e799) (YouTube)
54. [Lecture 54: Multicollinearity (Contd.)](https://invisiblenetwork.ai/learn/nptel/110105153/f811297d5c69) (YouTube)
55. [Lecture 55: Multicollinearity (Contd.)](https://invisiblenetwork.ai/learn/nptel/110105153/e8ed3a825c85) (YouTube)
56. [Lecture 56: Multicollinearity (Contd.)](https://invisiblenetwork.ai/learn/nptel/110105153/bc015c2d47c2) (YouTube)
57. [Lecture 57: Dummy Variable](https://invisiblenetwork.ai/learn/nptel/110105153/94c0c69f1bbb) (YouTube)
58. [Lecture 58: Dummy variable (Contd.)](https://invisiblenetwork.ai/learn/nptel/110105153/f811c1f754dd) (YouTube)
59. [Lecture 59: Dummy variable (Contd.)](https://invisiblenetwork.ai/learn/nptel/110105153/f8a0ee7a4496) (YouTube)
60. [Lecture 60 : Dummy variable (Contd.)](https://invisiblenetwork.ai/learn/nptel/110105153/204d065a7cd8) (YouTube)
61. [Lecture 61 : Dummy variable (Contd.)](https://invisiblenetwork.ai/learn/nptel/110105153/74185ee060f9) (YouTube)
62. [Lecture 62 : Dummy variable (Contd.)](https://invisiblenetwork.ai/learn/nptel/110105153/98373f9faf2e) (YouTube)
63. [Lecture 63 : Dummy variable (Contd.)](https://invisiblenetwork.ai/learn/nptel/110105153/d57ecf2ee4e4) (YouTube)
64. [Lecture 64 : Heteroscedasticity](https://invisiblenetwork.ai/learn/nptel/110105153/6895e4643bb6) (YouTube)
65. [Lecture 65 : Heteroscedasticity (Contd.)](https://invisiblenetwork.ai/learn/nptel/110105153/3fe030c3d8dc) (YouTube)
66. [Lecture 66 : Heteroscedasticity (Contd.)](https://invisiblenetwork.ai/learn/nptel/110105153/5873b96c071d) (YouTube)
67. [Lecture 67 : Heteroscedasticity (Contd.)](https://invisiblenetwork.ai/learn/nptel/110105153/fdef02d261c6) (YouTube)
68. [Lecture 68 : Heteroscedasticity (Contd.)](https://invisiblenetwork.ai/learn/nptel/110105153/817d73d04c52) (YouTube)
69. [Lecture 69 : Heteroscedasticity (Contd.)](https://invisiblenetwork.ai/learn/nptel/110105153/e299b3888483) (YouTube)
70. [Lecture 70: Autocorrelation](https://invisiblenetwork.ai/learn/nptel/110105153/0fa56e620cd8) (YouTube)
71. [Lecture 71: Autocorrelation (Contd.)](https://invisiblenetwork.ai/learn/nptel/110105153/4c0de9ce26d0) (YouTube)
72. [Lecture 73: Autocorrelation (Contd.)](https://invisiblenetwork.ai/learn/nptel/110105153/3a0c63d27800) (YouTube)
73. [Lecture 72: Autocorrelation (Contd.)](https://invisiblenetwork.ai/learn/nptel/110105153/3354969515fd) (YouTube)
74. [Lecture 75: Autocorrelation (Contd.)](https://invisiblenetwork.ai/learn/nptel/110105153/18189acbdbf2) (YouTube)
75. [Lecture 77: Autocorrelation (Contd.)](https://invisiblenetwork.ai/learn/nptel/110105153/06fbade608c4) (YouTube)
76. [Lecture 76: Autocorrelation (Contd.)](https://invisiblenetwork.ai/learn/nptel/110105153/723a9c79ba39) (YouTube)
77. [Lecture 78: Autocorrelation (Contd.)](https://invisiblenetwork.ai/learn/nptel/110105153/3934dbd01bb0) (YouTube)
78. [Lecture 79: Autocorrelation (Contd.)](https://invisiblenetwork.ai/learn/nptel/110105153/fd1d1084e269) (YouTube)
79. [Lecture 80: Autocorrelation (Contd.)](https://invisiblenetwork.ai/learn/nptel/110105153/9ecbb85f44d3) (YouTube)
80. [Lecture 81: Autocorrelation (Contd.)](https://invisiblenetwork.ai/learn/nptel/110105153/a4e003aebef9) (YouTube)
81. [Lecture 74: Autocorrelation (Contd.)](https://invisiblenetwork.ai/learn/nptel/110105153/63f5927d9364) (YouTube)
82. [Lecture 82 : Remedy for Autocorrelation](https://invisiblenetwork.ai/learn/nptel/110105153/d59063e9a41b) (YouTube)
83. [Lecture 83 : Model Specification](https://invisiblenetwork.ai/learn/nptel/110105153/fe72c312dc9d) (YouTube)
84. [Lecture 84 : Model Specification (Contd.)](https://invisiblenetwork.ai/learn/nptel/110105153/a9afc7106e51) (YouTube)
85. [Lecture 85 : Model Specification (Contd.)](https://invisiblenetwork.ai/learn/nptel/110105153/967b6e29bd26) (YouTube)
86. [Lecture 86 : Model Specification (Contd.)](https://invisiblenetwork.ai/learn/nptel/110105153/8922c737c959) (YouTube)
87. [Lecture 87 : Model Specification (Contd.)](https://invisiblenetwork.ai/learn/nptel/110105153/2aafbf054af9) (YouTube)
88. [Lecture 88 : Model Specification (Contd.)](https://invisiblenetwork.ai/learn/nptel/110105153/369f9d1bd763) (YouTube)
89. [Lecture 89 : Model Specification (Contd.)](https://invisiblenetwork.ai/learn/nptel/110105153/1cd562477af9) (YouTube)
90. [Lecture 90 : Model Specification (Contd.)](https://invisiblenetwork.ai/learn/nptel/110105153/02b3c7a4d368) (YouTube)
91. [Lecture 91 : Continuation with Proxy Variable](https://invisiblenetwork.ai/learn/nptel/110105153/14968aa17b16) (YouTube)
92. [Lecture 92 : Ramsey Reset Test](https://invisiblenetwork.ai/learn/nptel/110105153/3108c113cbad) (YouTube)
93. [Lecture 93 : Introduction to Module III](https://invisiblenetwork.ai/learn/nptel/110105153/303bb2e38b73) (YouTube)
94. [Lecture 94 : Non Stochastic Regressor](https://invisiblenetwork.ai/learn/nptel/110105153/2680f95434ae) (YouTube)
95. [Lecture 95 : Stochastic Regressor](https://invisiblenetwork.ai/learn/nptel/110105153/e6c0f9595911) (YouTube)
96. [Lecture 96 : Assumptions for Regression Models with Non-Stochastic Regressor](https://invisiblenetwork.ai/learn/nptel/110105153/d54c220d98d1) (YouTube)
97. [Lecture 97 : Assumptions for Regression Model with Stochastic Regressor](https://invisiblenetwork.ai/learn/nptel/110105153/14d2ff4fc8d1) (YouTube)
98. [Lecture 98 : Instrumental Variable](https://invisiblenetwork.ai/learn/nptel/110105153/86047afade20) (YouTube)
99. [Lecture 99 : Instrumental Variable (Contd.)](https://invisiblenetwork.ai/learn/nptel/110105153/7c75ddd8813e) (YouTube)
100. [Lecture 100 : Asymptotic Property](https://invisiblenetwork.ai/learn/nptel/110105153/e6f13ced0315) (YouTube)
101. [Lecture 101 : Problem of Endogeneity](https://invisiblenetwork.ai/learn/nptel/110105153/e798f679f763) (YouTube)
102. [Lecture 102 : Simultaneous Equation Model](https://invisiblenetwork.ai/learn/nptel/110105153/36a4a6914212) (YouTube)
103. [Lecture 103 : Instrumental Variable for Endogeneity Bias Problem](https://invisiblenetwork.ai/learn/nptel/110105153/fe343d2da648) (YouTube)
104. [Lecture 104 : Good Bad and Weak Instrumental Variable](https://invisiblenetwork.ai/learn/nptel/110105153/53e201ca5de5) (YouTube)
105. [Lecture 105 : Overidentification Underidentification Exact Identification - Instrumental Variable](https://invisiblenetwork.ai/learn/nptel/110105153/6360036a6710) (YouTube)
106. [Lecture 106 : Two Stage Least Square and Instrumental Variable](https://invisiblenetwork.ai/learn/nptel/110105153/cc1d711060ca) (YouTube)
107. [Lecture 107: 2SLS and IV with Stata](https://invisiblenetwork.ai/learn/nptel/110105153/d38af5d7f6a4) (YouTube)