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Course13010600165 lectures

Introduction to Econometrics

Prof. Sabuj Kumar Mandal · IIT Madras

Start with lecture 1 At NPTEL

Lectures

Week 1

  1. Introduction to econometrics and econometric analysis Part - 1 Video
  2. Introduction to econometrics and econometric analysis Part - 2 Video
  3. Different steps in econometric analysis Part - 1 Video
  4. Different steps in econometric analysis Part - 2 Video
  5. Desirable properties of the estimates of the population parameters Part - 1 Video
  6. Desirable properties of the estimates of the population parameters Part - 2 Video

Week 2

  1. Classical Linear Regression Model Part - 1 Video
  2. Classical Linear Regression Model Part - 2 Video
  3. Classical Linear Regression Model Part - 3 Video
  4. Classical Linear Regression Model Part - 4 Video
  5. Classical Linear Regression Model Part - 5 Video

Week 3

  1. Goodness of fit measure, Anova and hypothesis testing Part - 1 Video
  2. Goodness of fit measure, Anova and hypothesis testing Part - 2 Video
  3. Goodness of fit measure, Anova and hypothesis testing Part - 3 Video
  4. Goodness of fit measure, Anova and hypothesis testing Part - 4 Video
  5. Goodness of fit measure, Anova and hypothesis testing Part - 5 Video

Week 4

  1. Application of STATA for hypothesis testing and introduction to multiple linear regression model Part - 1 Video
  2. Application of STATA for hypothesis testing and introduction to multiple linear regression model Part - 2 Video
  3. Application of STATA for hypothesis testing and introduction to multiple linear regression model Part - 3 Video
  4. Application of STATA for hypothesis testing and introduction to multiple linear regression model Part - 4 Video
  5. Application of STATA for hypothesis testing and introduction to multiple linear regression model Part - 5 Video

Week 5

  1. Multiple linear regression model and application of F statistics Part - 1 Video
  2. Multiple linear regression model and application of F statistics Part - 2 Video
  3. Multiple linear regression model and application of F statistics Part - 3 Video
  4. Multiple linear regression model and application of F statistics Part - 4 Video
  5. Multiple linear regression model and application of F statistics Part - 5 Video
  6. Multiple linear regression model and application of F statistics Part - 6 Video

Week 6

  1. Structural break analysis using Chow test Part - 1 Video
  2. Structural break analysis using Chow test Part - 2 Video
  3. Structural break analysis using Chow test Part - 3 Video
  4. Structural break analysis using Chow test Part - 4 Video
  5. Structural break analysis using Chow test Part - 5 Video

Week 7

  1. Dummy Variable analysis and Application of Difference-inDifference for impact evaluation Part - 1 Video
  2. Dummy Variable analysis and Application of Difference-inDifference for impact evaluation Part - 2 Video
  3. Dummy Variable analysis and Application of Difference-inDifference for impact evaluation Part - 3 Video
  4. Dummy Variable analysis and Application of Difference-inDifference for impact evaluation Part - 4 Video
  5. Dummy Variable analysis and Application of Difference-inDifference for impact evaluation Part - 5 Video

Week 8

  1. Statistical analysis of Dummy Variable models and Testing for seasonal fluctuations Part - 1 Video
  2. Statistical analysis of Dummy Variable models and Testing for seasonal fluctuations Part - 2 Video
  3. Statistical analysis of Dummy Variable models and Testing for seasonal fluctuations Part - 3 Video
  4. Statistical analysis of Dummy Variable models and Testing for seasonal fluctuations Part - 4 Video
  5. Statistical analysis of Dummy Variable models and Testing for seasonal fluctuations Part - 5 Video
  6. Statistical analysis of Dummy Variable models and Testing for seasonal fluctuations Part - 6 Video

Week 9

  1. Relaxing the assumptions of CLRM-Multicollinearity and Autocorrelation Part - 1 Video
  2. Relaxing the assumptions of CLRM-Multicollinearity and Autocorrelation Part - 2 Video
  3. Relaxing the assumptions of CLRM-Multicollinearity and Autocorrelation Part - 3 Video
  4. Relaxing the assumptions of CLRM-Multicollinearity and Autocorrelation Part - 4 Video
  5. Relaxing the assumptions of CLRM-Multicollinearity and Autocorrelation Part - 5 Video
  6. Relaxing the assumptions of CLRM-Multicollinearity and Autocorrelation Part - 6 Video

Week 10

  1. Relaxing the assumptions of CLRM-Autocorrelation and Heteroscedasticity Part - 1 Video
  2. Relaxing the assumptions of CLRM-Autocorrelation and Heteroscedasticity Part - 2 Video
  3. Relaxing the assumptions of CLRM-Autocorrelation and Heteroscedasticity Part - 3 Video
  4. Relaxing the assumptions of CLRM-Autocorrelation and Heteroscedasticity Part - 4 Video
  5. Relaxing the assumptions of CLRM-Autocorrelation and Heteroscedasticity Part - 5 Video
  6. Relaxing the assumptions of CLRM-Autocorrelation and Heteroscedasticity Part - 6 Video

Week 11

  1. Qualitative Response Models- Linear Probability Model, Logit and Probit Models Part - 1 Video
  2. Qualitative Response Models- Linear Probability Model, Logit and Probit Models Part - 2 Video
  3. Qualitative Response Models- Linear Probability Model, Logit and Probit Models Part - 3 Video
  4. Qualitative Response Models- Linear Probability Model, Logit and Probit Models Part - 4 Video
  5. Qualitative Response Models- Linear Probability Model, Logit and Probit Models Part - 5 Video

Week 12

  1. Qualitative Response Models- Probit and Tobit Models Part - 1 Video
  2. Qualitative Response Models- Probit and Tobit Models Part - 2 Video
  3. Qualitative Response Models- Probit and Tobit Models Part - 3 Video
  4. Qualitative Response Models- Probit and Tobit Models Part - 4 Video
  5. Qualitative Response Models- Probit and Tobit Models Part - 5 Video

Syllabus and materials

At NPTEL, as the course publishes them.

Credits and licence

Institution
IIT Madras
Department
Economics
Teacher
Prof. Sabuj Kumar Mandal
Level
Undergraduate
Language
English
Subjects
Economics
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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