Econometrics Topics
1. INTRODUCTION
1.1 The Nature of Statistics
1.2 Statistics and Econometrics
1.3 The Methodology of Econometrics
2. DESCRIPTIVE STATISTICS
2.1 Frequency Distribution
2.2 Measures of Central Tendency
2.3 Measures of Dispersion
2.4 Shape of Frequency Distribution
3. PROBABILITY AND PROBABILITY DISTRIBUTION
3.1 Probability of Single Event
3.2 Probability of Multiple Events
3.3 Discrete Probability Distributions: The Binomial Distribution
3.4 The Poison Distribution
3.5 Continuous Probability Distributions: The Normal Distribution
4. STATISTICAL INFERENCE ESTIMATION
4.1 Sampling
4.2 Sampling Distribution of The Mean
4.3 Estimation Using The Normal Distribution
4.4 Confidence Intervals for The Mean Using The T Distribution
5. STATISTICAL INFERENCE: TESTING HYPOTHESIS
5.1 Testing Hypothesis
5.2 Testing Hypothesis about The Population Mean And Proportion
5.3 Testing Hypothesis for Differences Between Two Means Or Proportions
5.4 Chi Square Test of Goodness of Fit and Independence
5.5 Analysis of Variance
5.6 Non Parametric Testing
6. SIMPLE REGRESSION ANALYSIS
6.1 The two variable linear model
6.2 The ordinary least squares method
6.3 Test of significance of parameter estimates
6.4 Test of goodness of fit and correlation
6.5 Properties of Ordinary Least-Squares Estimators
7. MULTIPLE REGRESSION ANALYSIS
7.1 The Three Variable Linear Model
7.2 Tests of Significance of Parameter Estimates
7.3 The Coefficient of Multiple Determinations
7.4 Test of The Overall Significance Of The Regression
7.5 Partial Correlation Coefficient
7.6 Matrix Notation
8. FURTHER TECHNIQUES AND APPLICATIONS IN REGRESSION ANALYSIS
8.1 Functional Form
8.2 Dummy Variables
8.3 Distributed Lag Models
8.4 Forecasting
8.5 Binary Choice Models
8.6 Interpretation of Binary Choice Models
9. PROBLEMS IN REGRESSION ANALYSIS
9.1 Multicollinearity
9.2 Heteroscedasticity
9.3 Autocorrelation
9.4 Errors in Variables
10. SIMULTANEOUS EQUATIONS METHODS
10.1 Simultaneous Equations Models
10.2 Identification
10.3 Estimation Indirect Least Squares
10.4 Estimation Two Stage Least Squares
11. TIME SERIES METHODS
11.1 ARMA
11.2 Identifying ARMA
11.3 Non Stationary Series
11.4 Testing For Unit Root
11.5 Cointegration and Error Correlation
11.6 Casuality
