Econometrics, Statistical Theory and Analysis
Econometric Techniques; The Classical Least Squares, Correlation Analysis, Regression Methods (Simplex Regression Model, Assumption of OLS) Violations of basic least squares assumptions: Consequences and remedies. Special (Probit, Logit and Trobit).Model in regression analysis- Dummy variables, Time as a trend variable, Distributed lag models with endogenous lagged variables. Maximum Likelihood, Generalized Least Square and Instrumental Variable Methods; Limited Dependent Variable Models; Multiple Equation Models. Estimations and Hypothesis testing, Prediction.