Page 64 - Buku_Panduan_Program_SME_Versi BI_Sesi_20172018

BASIC ECONOMETRIC

EIA2006 BASIC ECONOMETRICS
3 Credits

Pre-requisite EIA1006 Statistics II

Learning At the end of the course, the students are able to:
Outcomes
1. introduce the concepts of linear regression;
2. apply regression analysis and related techniques for quantifying economic
relationships;
3. analyze the results of estimation and hypothesis testing; and
4. validate the assumptions of classical linear regression model.

Synopsis This course introduces the concepts and use of basic econometrics to enforce
intuitive understanding about regression analysis for estimation, prediction and
inference. Topics covered are simple regression, parameter estimation, confidence
intervals, hypothesis testing, model fit and diagnostics; multiple regression
(including dummy variables), independent variables selection and model selection;
functional forms; and classical assumption problems.

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References 1. Gujarati, D.N. and D.C. Porter (2009), Basic Econometrics. 5 ed. McGraww-
Hill, New York.
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2. Hill, R.C., Griffith, W.E., and Lim. G.C., (2008). Principles of Econemetrics, 3
edition. John Wiley
3. Studenmund, A.H. (2010). Using Econometrics : A Practical Guide, 6 ed.
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Prentice Hall.
4. Dougherty, C. (2007). Introduction to Econometrics, 3 ed. Oxford University
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Press.
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5. Wooldridge, J.M., (2009). Intoruductory Econometrics : A Modern Approach, 4
ed. South-West College Publishing.

Soft Skills CS1, CS2, CS3
CT5

Assessment Continuous Assessment : 40%
Final Examination : 60%

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