Page 55 - PROSPECTUS FEA IT 17-18

◄Faculty of Economics and Administration►

Main Reference (1) Hair, J.F, Anderson, R.E., Tatham, R.L. & Black, W.C.
th
(1995): Multivariate data Analysis with Readings, 4
Edt., Prentice Hall
(2) Hair, Black, Babin, Anderson, Tatham (2009):
th
Multivariate data Analysis, 7 Edt., Prentice Hall
(3) Klienbaum, D.G., Kupper, L.L. and Muller, K.E. (1988):
Applied Regression Analysis and Other Multivariate
Methods. Boston: PWS-Kent.
(4) Berenson, M.L, Levine, D.M and Szabat K.A.: (2014):
International Edition Basic Business Statistics, Concepts
th
& Applications,13 Edt., Prentice Hall
EQC 7005 APPLIED ECONOMETRICS

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

(1) Apply regression analysis for quantifying economic
relationships;
(2) Construct models in a manner suitable for econometric
testing;
(3) Appraise the adequacy of regression models estimated
using econometric software;
(4) Draw valid conclusions from the results of estimation
and hypothesis-testing;
(5) Present the output of econometric analysis effectively.
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
modelling. Single-equation models in the classical context
are given emphasis. Diagnostic tests and problems of
estimation (multicollinearity, heteroscedasticity and
autocorrelation) are discussed. Extensions to single-
equation models covered include qualitative choice models,
dummy variables and autoregressive and distributed lag
model. Introduction to simultaneous-equation models is
given.

Assessment Methods Continuous Assessment: 50%
Final Examination: 50%

Main Reference (1) D. Gujarati and D.C. Porter, Basic Econometrics, 5 ed.,
th
McGraw-Hill, 2009.
(2) J. Wooldridge, Introductory Econometrics, 5th ed.,
Thomson. 2013.
th
(3) D. Gujarati, Essential of Econometrics, 4 ed., McGraw-
Hill, 2009.
(4) D. Asteriou and S.G. Hall, Applied Econometrics, 2
nd
ed., Palgrave , 2011
(5) W.H. Greene, Econometric Analysis, 7 ed., Prentice
th
Hall, 2011.

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