Close
About
What is PPE?
Message from Programme Director
Programme Information
News & Events
Team
Admission
Year 1 Entry
Senior Entry
Curriculum
Structure
Courses
Student Life
Graduate Pathway
Further Studies
Employment Pathway
Media Coverage
Contact Us
About
What is PPE?
Message from Programme Director
Programme Information
News & Events
Team
Admission
Year 1 Entry
Senior Entry
Curriculum
Structure
Courses
Student Life
Graduate Pathway
Further Studies
Employment Pathway
Media Coverage
Contact Us
Home
/
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
Back to Course
This content is protected, please
login
and enroll course to view this content!
Prev
The definition and limitations of R^2 and Adjusted R^2
Next
Derivation of t statistic: hypothesis testing about individual regression coefficients
Modal title
×
Message modal