Week - 1 |
Simple and multiple regreeion model |
Week - 2 |
Econometric modelling and functional forms of regression models |
Week - 3 |
Analysis of Variance (ANOVA) |
Week - 4 |
Model selection criteria and model specification errors |
Week - 5 |
Heteroscedasticity and autocorrelation tests |
Week - 6 |
Regression with dummy variables |
Week - 7 |
Discrete Choice and Limited Dependent Variable Models : Logit, probit, Tobit |
Week - 8 |
Instrumental variables |
Week - 9 |
Simultaneous equation systems |
Week - 10 |
Stationarity and unit root tests |
Week - 11 |
vector autoregressive models (VAR) |
Week - 12 |
cointegration |
Week - 13 |
Vector error correction model |
Week - 14 |
Box Jenkins methodology : ARIMA process |