COURSE INFORMATION
Course CodeCourse TitleL+P HourSemesterECTS
EKNM 403ECONOMETRICS - III3 + 05th Semester5

COURSE DESCRIPTION
Course Level Bachelor's Degree
Course Type Elective
Course Objective In the course the students should study traditional econometric methods developed mostly for the work with cross-sections data. At the same time the students should understand essential differences between the time series and cross sections data and those specific econometric problems met in the work with these types of data.
Course Content Proposals and notation in CLRM. CLRM Estimation using Ordinary Least Squares (OLS). Expressions for the OLS estimators of slope coefficient and intercept: derivation and interpretation. Gauss-Markov conditions and the properties of OLS estimators. Gauss-Markov theorem (formulation). Standard deviations and standard errors of regression coefficients: derivation and interpretation. Statistical significance of OLS estimators: hypotheses testing using t-tests. Derivation and interpretation of confidence intervals. The general quality of regression: determination coefficient R2. F-statistics and F-tests. Relationship of R2 with correlation coefficients. .
Prerequisites No prerequisites.
Corequisite No corequisites.
Mode of Delivery Face to face

COURSE LEARNING OUTCOMES
1able to specification of an adequate regression model and making parameter estimate
2able to making statistical inference
3able to choose the best model
4able to check diagnostic of the model
5able to use the econometrics software
6able to make prediction and forecast
7able to use the model for control and policy purposes

COURSE'S CONTRIBUTION TO PROGRAM
PO 01PO 02PO 03PO 04PO 05PO 06PO 07PO 08PO 09PO 10PO 11PO 12
LO 01555555555555
LO 02545455555555
LO 03545555555555
LO 04555555555555
LO 05555555555555
LO 06555555555555
LO 07544 44444444
Sub Total353234293434343434343434
Contribution555455555555

ECTS ALLOCATED BASED ON STUDENT WORKLOAD BY THE COURSE DESCRIPTION
ActivitiesQuantityDuration (Hour)Total Work Load (Hour)
Course Duration14342
Hours for off-the-classroom study (Pre-study, practice)13339
Assignments11010
Mid-terms11313
Final examination12626
Total Work Load

ECTS Credit of the Course






130

5

COURSE DETAILS
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L+P: Lecture and Practice
PQ: Program Learning Outcomes
LO: Course Learning Outcomes