Lecture 7 of 40Week 2
Simple Regression- II
Prof. Sujata Kar · IIT Roorkee
Credits and licence
- From
- Econometric Modelling, IIT Roorkee (at NPTEL)
- Licence
- CC BY-NC-SA, as NPTEL states it. Non-commercial use only.
- Attribution
- NPTEL states: "Distributed under Creative Commons Attribution-ShareAlike / CC BY - NC - SA", beside a BY-NC-SA badge.
- Who can watch
- Tweens profiles and older. How courses are placed
All the lectures
- An Overview
- Formulation of Econometric Modelling
- Review of Basic Concepts-I
- Review of Basic Concepts-II
- Types of Data
- Simple Regression- I
- Simple Regression- II
- Assumptions of Classical Linear Regression
- Properties of OLS Estimators
- Hypothesis Testing
- Multiple Regression-I
- Multiple Regression-II
- Multiple Regression-III
- Problems of Multicollinearity
- Omitted Variables & Parameter Stability-I
- Omitted Variables & Parameter Stability- II
- Problem of Heteroscedasticity- I
- Problem of Heteroscedasticity- II
- T- Test
- Wald Test
- F-Test-I
- F-Test-II
- Chow Test
- Problem of Serial Correlation-I
- Problem of Serial Correlation-II
- MA & ARMA Processes- I
- AR, MA & ARMA Processes- II
- Modelling Trend & Seasonal Variations- I
- Modelling Trend & Seasonal Variations- II
- Spline function & Categorical Variables
- Linear Probability Model
- Probit and Logit Models
- Tobit and Multinomial Logit Models
- Panel Data Methods
- Simultaneous Equation System-I
- Simultaneous Equations System- II
- Introduction to VARs
- Stationarity & Unit Root Testing- I
- Stationarity & Unit Root Testing- II
- Basics of Cointegeration