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About
What is PPE?
Message from Programme Director
Programme Information
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Admission
Year 1 Entry
Senior Entry
Curriculum
Structure
Courses
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Graduate Pathway
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Disciplinary Electives
/ ECO3002 Introduction to Econometrics
Economics and Financial Data
4
Types of Economics and Financial Data
Data Collection
Data Processing
Index Numbers and their Application
An Overview of Regression Analysis
4
The Methodology of Econometrics
The Nature of Regression Analysis
Review of Basic Mathematical statistics and Probability Concepts
Random disturbances
The Regression Model and the Ordinary Least Squares Method
3
The Method of Ordinary Least Squares
The Estimated Regression Equation
The Significance of the Stochastic Disturbance Term
The Classical Regression model: Estimation and Inference
4
The Classical Assumptions of the OLS estimators
Derivation and interpretation of least squares estimators
The Sample Distribution of the OLS Estimators
The definition and limitations of R^2 and Adjusted R^2
Hypothesis Testing - Single simple hypothesis test
5
What is hypothesis testing?
Derivation of t statistic: hypothesis testing about individual regression coefficients
Type I error and type II error; confidence intervals; one tailed tests
Testing the Significance of Regression Coefficients
Prediction and Residual analysis
Hypothesis Testing - Joint and Compound Hypotheses
4
The Goodness of Fit of the Multiple Regression Model
Regression on Standardized Variables
Function Forms of Regression Models
Applications of the Regression Analysis
Dummy Variables
3
Regression on a single dummy independent variable
Regression on dummy variables with many categories
Interactions involving dummy variables
Multicollinearity
4
The nature of multicollinearity
Theoretical and practical consequences of Multicollinearity
Detecting multicollinearity
Remedial measures
Serial-correlation (Autocorrelation)
4
The Nature of Autocorrelation: the error terms are correlated
Consequences of using OLS in the presence of Autocorrelation
Testing for Autocorrelation
Remedial Measures
Heteroscedasticity
5
The nature of Heteroscedasticity OLS estimation in the presence of
Heteroscedasticity
Consequences of ignoring heteroscedasticity
Detecting Heteroscedasticity
Remedial Measures
ECO3002 Introduction to Econometrics
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Review of Basic Mathematical statistics and Probability Concepts
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