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Objectives – 45 Hrs
In the last several years, the importance of studying econometrics has increased dramatically. As economists rely more and more on econometric techniques it is essential for everyone – especially students, working executives, entrepreneurs and corporate to develop an appreciation for the power and versatility of econometric modeling. The certificate course in fundamentals of econometrics intends to provide a thorough and sound understanding of the essential theoretical base, an introduction into the important and useful techniques of modeling and also an understanding of the broad applications of econometrics.
Modules
UNIT 1
- Nature and scope of econometrics and the linear regression model – A review of basic statistical concepts. The nature and scope of econometrics- The methodology of econometrics. Simple and general linear regression models-assumptions, estimation (OLS), properties of estimators, Gauss-Markov theorem, R2 adjusted R2. Analysis of variance and its application in regression.
-
10 hours
UNIT 2
- Problems In Classical Linear Regression Analysis- The problems of heteroscedasticity, multicollinearity and auto-correlation-nature, test, consequences and remedial steps. Problems of specification error, errors of measurement.
-
10 hours
UNIT 3
- Regression on Qualitative Independent Variables The nature of dummy variables-testing the structural stability of regression models, interaction effects, seasonal analysis. Regression with dummy dependent variables-Logit, Probit and Tobit models.
-
10 hours
UNIT 4
- Dynamic Econometric Models – Autoregressive and distributed lag models-Koyak model, adaptive expectations and stock adjustment model. Instrumental variables
-
15 hours
-
Recommended Readings
-
Gujarati, D. (2007). Basic Econometrics. Tata McGraw-Hill Publications, New York. -
Maddala, G. S. (1977). Econometrics. Tata McGraw-Hill Publications, New York. -
Greene W. H. (2003). Econometric Analysis. Prentice Hall Press, New Delhi. -
Johnston J. (1972). Econometric Methods. McGraw Hill Book Company, New York. -
Intriligator, M. D. (1980). Econometric Models, Techniques and Applications, Prentice Hall Press, New Delhi.
Lab Programs
-
Exercise 1: Design a Business card and Letter head for a given company -
Exercise 2: Design a Poster for an event -
Exercise 3: Design a Brochure for a new product -
Exercise 4: Design a CD Label / cover for Music company -
Exercise 5: Create a Packaging product for a given product -
Exercise 6: Design a web page for Restaurant -
Exercise 7: Create a Photo album -
Exercise 8: convert Black and white photo to color
Admission Queries
For any queries at any given time during the application and admission process, you may contact us through the following Email ID’s:
Bangalore Central Campus
The Office of Admissions,CHRIST (Deemed to be University), Hosur Road,Bengaluru – 560 029, Karnataka, INDIA
Phone
+91 92430 80800
+91 80 4012 9400
Email IDs
Indian candidates: admissions@christuniversity.in
NRI candidates: nri.admission@christuniversity.in
International: isc.admission@christuniversity.in
Bangalore Kengeri Campus
CHRIST (Deemed to be University)
Kanmanike, Kumbalgodu, Mysore Road,
Bengaluru – 560 074, Karnataka, INDIA
Delhi NCR Campus
CHRIST (Deemed to be University),
Mariam Nagar, Meerut Road,
Delhi NCR Ghaziabad – 201003
Phone
1800-123-3212
Bangalore Bannerghatta Road Campus
CHRIST (Deemed to be University)
Hulimavu, Bannerghatta Road,
Bengaluru – 560 076, Karnataka, INDIA
Phone
+91 080 4655 1306
Email
admissions.bgr@christuniversity.in
Bangalore Yeshwanthpur Campus
CHRIST (Deemed to be University)
Nagasandra, Near Tumkur Road,
Bengaluru 560 073, Karnataka, INDIA
Pune Lavasa Campus
CHRIST (Deemed to be University),
Christ University Road, 30 Valor Court, PO Dasve Lavasa, Mulshi, Pune – 412112, Maharashtra
Phone
1800-123-2009
Between: Monday to Friday: 09:00 AM to 04:00 PM,
Saturday: 09:00 AM to 12:00 PM
(Office remains closed on Sundays, Government Holidays and Any special events)
Objectives – 45 Hrs
In the last several years, the importance of studying econometrics has increased dramatically. As economists rely more and more on econometric techniques it is essential for everyone – especially students, working executives, entrepreneurs and corporate to develop an appreciation for the power and versatility of econometric modeling. The certificate course in fundamentals of econometrics intends to provide a thorough and sound understanding of the essential theoretical base, an introduction into the important and useful techniques of modeling and also an understanding of the broad applications of econometrics.
Modules
UNIT 1
- Nature and scope of econometrics and the linear regression model – A review of basic statistical concepts. The nature and scope of econometrics- The methodology of econometrics. Simple and general linear regression models-assumptions, estimation (OLS), properties of estimators, Gauss-Markov theorem, R2 adjusted R2. Analysis of variance and its application in regression.
-
10 hours
UNIT 2
- Problems In Classical Linear Regression Analysis- The problems of heteroscedasticity, multicollinearity and auto-correlation-nature, test, consequences and remedial steps. Problems of specification error, errors of measurement.
-
10 hours
UNIT 3
- Regression on Qualitative Independent Variables The nature of dummy variables-testing the structural stability of regression models, interaction effects, seasonal analysis. Regression with dummy dependent variables-Logit, Probit and Tobit models.
-
10 hours
UNIT 4
- Dynamic Econometric Models – Autoregressive and distributed lag models-Koyak model, adaptive expectations and stock adjustment model. Instrumental variables
-
15 hours
UNIT 1
- Nature and scope of econometrics and the linear regression model – A review of basic statistical concepts. The nature and scope of econometrics- The methodology of econometrics. Simple and general linear regression models-assumptions, estimation (OLS), properties of estimators, Gauss-Markov theorem, R2 adjusted R2. Analysis of variance and its application in regression.
-
10 hours
UNIT 2
- Problems In Classical Linear Regression Analysis- The problems of heteroscedasticity, multicollinearity and auto-correlation-nature, test, consequences and remedial steps. Problems of specification error, errors of measurement.
-
10 hours
UNIT 3
- Regression on Qualitative Independent Variables The nature of dummy variables-testing the structural stability of regression models, interaction effects, seasonal analysis. Regression with dummy dependent variables-Logit, Probit and Tobit models.
-
10 hours
UNIT 4
- Dynamic Econometric Models – Autoregressive and distributed lag models-Koyak model, adaptive expectations and stock adjustment model. Instrumental variables
-
15 hours
-
Recommended Readings
-
Gujarati, D. (2007). Basic Econometrics. Tata McGraw-Hill Publications, New York. -
Maddala, G. S. (1977). Econometrics. Tata McGraw-Hill Publications, New York. -
Greene W. H. (2003). Econometric Analysis. Prentice Hall Press, New Delhi. -
Johnston J. (1972). Econometric Methods. McGraw Hill Book Company, New York. -
Intriligator, M. D. (1980). Econometric Models, Techniques and Applications, Prentice Hall Press, New Delhi.
Lab Programs
-
Exercise 1: Design a Business card and Letter head for a given company -
Exercise 2: Design a Poster for an event -
Exercise 3: Design a Brochure for a new product -
Exercise 4: Design a CD Label / cover for Music company -
Exercise 5: Create a Packaging product for a given product -
Exercise 6: Design a web page for Restaurant -
Exercise 7: Create a Photo album -
Exercise 8: convert Black and white photo to color
Admission Queries
For any queries at any given time during the application and admission process, you may contact us through the following Email ID’s:
Bangalore Central Campus
The Office of Admissions,CHRIST (Deemed to be University), Hosur Road,Bengaluru – 560 029, Karnataka, INDIA
Phone
+91 92430 80800
+91 80 4012 9400
Email IDs
Indian candidates: admissions@christuniversity.in
NRI candidates: nri.admission@christuniversity.in
International: isc.admission@christuniversity.in
Bangalore Kengeri Campus
CHRIST (Deemed to be University)
Kanmanike, Kumbalgodu, Mysore Road,
Bengaluru – 560 074, Karnataka, INDIA
Delhi NCR Campus
CHRIST (Deemed to be University),
Mariam Nagar, Meerut Road,
Delhi NCR Ghaziabad – 201003
Phone
1800-123-3212
The Office of Admissions,CHRIST (Deemed to be University), Hosur Road,Bengaluru – 560 029, Karnataka, INDIA
Phone
+91 92430 80800
+91 80 4012 9400
Email IDs
Indian candidates: admissions@christuniversity.in
NRI candidates: nri.admission@christuniversity.in
International: isc.admission@christuniversity.in
CHRIST (Deemed to be University)
Kanmanike, Kumbalgodu, Mysore Road,
Bengaluru – 560 074, Karnataka, INDIA
Phone
+91 80 4012 9800,
+91 80 4012 9802
+91 80 4012 9820
Email
admissions.kengeri@christuniversity.in
CHRIST (Deemed to be University),
Mariam Nagar, Meerut Road,
Delhi NCR Ghaziabad – 201003
Phone
1800-123-3212
Email
admission.ncr@christuniversity.in
Bangalore Bannerghatta Road Campus
CHRIST (Deemed to be University)
Hulimavu, Bannerghatta Road,
Bengaluru – 560 076, Karnataka, INDIA
Phone
+91 080 4655 1306
Email
admissions.bgr@christuniversity.in
Bangalore Yeshwanthpur Campus
CHRIST (Deemed to be University)
Nagasandra, Near Tumkur Road,
Bengaluru 560 073, Karnataka, INDIA
Pune Lavasa Campus
CHRIST (Deemed to be University),
Christ University Road, 30 Valor Court, PO Dasve Lavasa, Mulshi, Pune – 412112, Maharashtra
Phone
1800-123-2009
CHRIST (Deemed to be University)
Hulimavu, Bannerghatta Road,
Bengaluru – 560 076, Karnataka, INDIA
Phone
+91 080 4655 1306
Email
admissions.bgr@christuniversity.in
CHRIST (Deemed to be University)
Nagasandra, Near Tumkur Road,
Bengaluru 560 073, Karnataka, INDIA
Phone
+91 97422 44407
+91 80 6989 6666
Email
admissions.yeshwanthpur@christuniversity.in
CHRIST (Deemed to be University),
Christ University Road, 30 Valor Court, PO Dasve Lavasa, Mulshi, Pune – 412112, Maharashtra
Phone
1800-123-2009
Email
admission.lavasa@christuniversity.in
Between: Monday to Friday: 09:00 AM to 04:00 PM,
Saturday: 09:00 AM to 12:00 PM
(Office remains closed on Sundays, Government Holidays and Any special events)