This Course is Open to MA(Development Studies) students. Brief review of random variables: expectation, variance, covariance, estimation and inference; Classical Linear Regression Model: least squares estimation: unbiasedness and efficiency, Gauss-Markov theorem, hypothesis testing, goodness of fit; Nonlinear models, Dummy variables; Heteroscadasticity, Autocorrelation and Multicollinearity: detection, implications and possible remedies; Omitted variable, measurement errors and instrumental variables.
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C Dougherty, Introduction to Econometrics, OUP, 2011^$^D N Gujarati and S Sangeetha, Basic Econometrics, Tata-McGraw Hill, 2009^$^P Kennedy, A Guide to Econometrics, MIT Press, 2003^$^J M Woodridge, Introductory Econometrics: a Modern Approach, Cengage Learning