M.A in Econometrics

Unit-1
Statistical Inference.
Definition, scope and Goals of Econometrics.
Simple Regression Analysis. Hypothesis testing.
Unit-2
Multiple Regression: Estimation and Inference.
Regression Analysis and Analysis of Variance.
Unit-3
Relaxing the assumptions of Classical model, Multicolinearity, Autocorrelation, Heteroscedasticity.
Unit-4
Instrumental variables.
Dummy variables.
Lagged variables
Problems of Identification.
Unit-5
Simultaneous Equation Model.
Indirect least-square Method (ILS)
Two stage least-square Method. (2SLS)