# Econometric Modelling

- Institution: IIT Roorkee
- Department: Management
- Teacher: Prof. Sujata Kar
- Level: Graduate
- Language: English
- Subjects: Business and management
- Source: [NPTEL](https://nptel.ac.in/courses/110107153)
- Licence: [CC BY-NC-SA](https://nptel.ac.in/faq) (Non-commercial use only.)
- Syllabus: [at the source](https://nptel.ac.in/courses/110107153)
- Who can watch: Tweens profiles and older (sources give no ratings; placed by Invisible Network from the source's own words)

This course is designed to give the students an exposure to the basic concepts of econometrics. However, the basic content also attempts to cover parts of time series analysis.

The course is structured to be primarily theoretical with an aim to provide an understanding of the mechanism, mathematics and economics behind the tools and techniques used. The concepts will be explained with examples using mostly MS Excel.

The course will have the advantage of developing a strong theoretical background which would help the students to better understand applicability of various methods and tools in different economic contexts or scenarios.

INTENDED AUDIENCE : MA (economics) & MBA

PREREQUISITES : Any graduates with basic mathematical knowledge or mathematics till 12th standard.

INDUSTRY SUPPORT : Companies that are into data analytics or market research would value this course.

## Lectures

1. [An Overview](https://invisiblenetwork.ai/learn/nptel/110107153/62b2fa6aef36) (Video)
2. [Formulation of Econometric Modelling](https://invisiblenetwork.ai/learn/nptel/110107153/e3245e2a3d0a) (Video)
3. [Review of Basic Concepts-I](https://invisiblenetwork.ai/learn/nptel/110107153/364899ba41b4) (Video)
4. [Review of Basic Concepts-II](https://invisiblenetwork.ai/learn/nptel/110107153/7db9445d1bf6) (Video)
5. [Types of Data](https://invisiblenetwork.ai/learn/nptel/110107153/ba6990c2707f) (Video)
6. [Simple Regression- I](https://invisiblenetwork.ai/learn/nptel/110107153/ca382e824b94) (Video)
7. [Simple Regression- II](https://invisiblenetwork.ai/learn/nptel/110107153/da964d5ebd81) (Video)
8. [Assumptions of Classical Linear Regression](https://invisiblenetwork.ai/learn/nptel/110107153/4a69c9623125) (Video)
9. [Properties of OLS Estimators](https://invisiblenetwork.ai/learn/nptel/110107153/3c8b4695fd02) (Video)
10. [Hypothesis Testing](https://invisiblenetwork.ai/learn/nptel/110107153/ce70ca3bcc03) (Video)
11. [Multiple Regression-I](https://invisiblenetwork.ai/learn/nptel/110107153/dfffe7c93b32) (Video)
12. [Multiple Regression-II](https://invisiblenetwork.ai/learn/nptel/110107153/b3439a391a67) (Video)
13. [Multiple Regression-III](https://invisiblenetwork.ai/learn/nptel/110107153/f363f2121d4a) (Video)
14. [Problems of Multicollinearity](https://invisiblenetwork.ai/learn/nptel/110107153/ce973f6869e3) (Video)
15. [Omitted Variables & Parameter Stability-I](https://invisiblenetwork.ai/learn/nptel/110107153/b3b2d7338b0d) (Video)
16. [Omitted Variables & Parameter Stability- II](https://invisiblenetwork.ai/learn/nptel/110107153/6a0e8f706e21) (Video)
17. [Problem of Heteroscedasticity- I](https://invisiblenetwork.ai/learn/nptel/110107153/4b55fc7c259f) (Video)
18. [Problem of Heteroscedasticity- II](https://invisiblenetwork.ai/learn/nptel/110107153/b91be11ad5df) (Video)
19. [T- Test](https://invisiblenetwork.ai/learn/nptel/110107153/4675ba3446a1) (YouTube)
20. [Wald Test](https://invisiblenetwork.ai/learn/nptel/110107153/704a9d4eef26) (YouTube)
21. [F-Test-I](https://invisiblenetwork.ai/learn/nptel/110107153/2c213b21e0b1) (YouTube)
22. [F-Test-II](https://invisiblenetwork.ai/learn/nptel/110107153/6721795ed740) (YouTube)
23. [Chow Test](https://invisiblenetwork.ai/learn/nptel/110107153/cb4459be413f) (YouTube)
24. [Problem of Serial Correlation-I](https://invisiblenetwork.ai/learn/nptel/110107153/0836911fde0b) (YouTube)
25. [Problem of Serial Correlation-II](https://invisiblenetwork.ai/learn/nptel/110107153/1ae29dc4cd71) (YouTube)
26. [MA & ARMA Processes- I](https://invisiblenetwork.ai/learn/nptel/110107153/97a7bc031678) (YouTube)
27. [AR, MA & ARMA Processes- II](https://invisiblenetwork.ai/learn/nptel/110107153/3772a339bb9e) (YouTube)
28. [Modelling Trend & Seasonal Variations- I](https://invisiblenetwork.ai/learn/nptel/110107153/c582a6ef1ab4) (YouTube)
29. [Modelling Trend & Seasonal Variations- II](https://invisiblenetwork.ai/learn/nptel/110107153/03d113d49607) (YouTube)
30. [Spline function & Categorical Variables](https://invisiblenetwork.ai/learn/nptel/110107153/2d0f359c0dc3) (YouTube)
31. [Linear Probability Model](https://invisiblenetwork.ai/learn/nptel/110107153/e8c1ee8310b3) (YouTube)
32. [Probit and Logit Models](https://invisiblenetwork.ai/learn/nptel/110107153/6776ff29b278) (YouTube)
33. [Tobit and Multinomial Logit Models](https://invisiblenetwork.ai/learn/nptel/110107153/d53921f217b2) (YouTube)
34. [Panel Data Methods](https://invisiblenetwork.ai/learn/nptel/110107153/608b11183f0e) (YouTube)
35. [Simultaneous Equation System-I](https://invisiblenetwork.ai/learn/nptel/110107153/ddf27d20c03a) (YouTube)
36. [Simultaneous Equations System- II](https://invisiblenetwork.ai/learn/nptel/110107153/9f823291d048) (YouTube)
37. [Introduction to VARs](https://invisiblenetwork.ai/learn/nptel/110107153/08a2f9bc2968) (YouTube)
38. [Stationarity & Unit Root Testing- I](https://invisiblenetwork.ai/learn/nptel/110107153/ff71cf19bf95) (YouTube)
39. [Stationarity & Unit Root Testing- II](https://invisiblenetwork.ai/learn/nptel/110107153/9ea09055ffa7) (YouTube)
40. [Basics of Cointegeration](https://invisiblenetwork.ai/learn/nptel/110107153/efcae0673abc) (YouTube)