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◄Faculty of Business and Economics►

AA037005 APPLIED ECONOMETRICS
4 Credits

Learning Outcomes At the end of the course, students are able to:

(1) Estimate regression analysis for quantifying economic
relationships;
(2) Specify models in a manner suitable for econometric
testing;
(3) Appraise the adequacy of regression models estimated
using econometric software.
(4) Propose valid conclusions from the results of estimation
and hypothesis-testing.

Synopsis of Course The course is designed to equip students with econometric
Contents tools of analysis for research work. Computer software is used
for the purposes of estimation, prediction, and basic modeling.
Single-equation models in the classical context are given
emphasis. Diagnostic tests and problems of estimation
(multicollinearity, autocorrelation, heteroscedasticity, model
specification errors) are discussed. Extensions to single-
equation models covered include qualitative choice models,
dummy variable regression models, and autoregressive and
distributed lag models. Introduction to simultaneous-equation
models is given.
Assessment Weightage Continuous Assessment : 60%
Final Examination : 40%

Medium of Instruction English

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