COURSE INFORMATION
Course CodeCourse TitleL+P HourSemesterECTS
EKNM 404ECONOMETRICS - IV3 + 06th 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
1specification of an adequate regression model and making parameter estimate
2Making statistical inference
3Choosing the best model
4Diagnostic checking of the model
5Using the econometrics software
6Making prediction and forecast
7Using 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 02555555555555
LO 03555555555555
LO 04555555555555
LO 05545455555555
LO 06555555555555
LO 07555555555555
Sub Total353435343535353535353535
Contribution555555555555

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