# InfoCoBuild

## Econometric Modelling

Econometric Modelling. Instructor: Prof. Rudra P. Pradhan, Department of Management, IIT Kharagpur. The objective of this course is to present a comprehensive tools and techniques for managerial decision making including problem of cost estimation, market size determination, sales projection, stock price prediction, etc. It has two parts. First part deals with regression-based modeling, which captures the behavior of variable through a structural model based on theory. The second part deals with time series modeling, which concentrates on the dynamic characteristics of economic and financial data. (from nptel.ac.in)

 Introduction

 Lecture 01 - Introduction Lecture 02 - Structure of Econometric Modelling Lecture 03 - Univariate Econometric Modelling Lecture 04 - Bivariate Econometric Modelling Lecture 05 - Bivariate Econometric Modelling (cont.) Lecture 06 - Probability Lecture 07 - Bivariate Econometric Modelling Lecture 08 - Bivariate Econometric Modelling (cont.) Lecture 09 - Reliability of Bivariate Econometric Modelling Lecture 10 - Reliability of Bivariate Econometric Modelling (cont.) Lecture 11 - Reliability of Bivariate Econometric Modelling (cont.) Lecture 12 - ANOVA for Bivariate Econometric Modelling Lecture 13 - Trivariate Econometric Modelling Lecture 14 - Trivariate Econometric Modelling (cont.) Lecture 15 - Reliability of Trivariate Econometric Modelling Lecture 16 - Multivariate Econometric Modelling Lecture 17 - Multivariate Econometric Modelling (cont.) Lecture 18 - Matrix Approach to Econometric Modelling Lecture 19 - Matrix Approach to Econometric Modelling (cont.) Lecture 20 - Multicollinearity Problem Lecture 21 - Multicollinearity Problem (cont.) Lecture 22 - Autocorrelation Problem Lecture 23 - Autocorrelation Problem (cont.) Lecture 24 - Heteroscedasticity Problem Lecture 25 - Heteroscedasticity Problem (cont.) Lecture 26 - Dummy Modelling Lecture 27 - Dummy Modelling (cont.) Lecture 28 - Logit and Probit Model Lecture 29 - Logit and Probit Model (cont.) Lecture 30 - Panel Data Modelling Lecture 31 - Panel Data Modelling (cont.) Lecture 32 - Simultaneous Equation Modelling Lecture 33 - Simultaneous Equation Modelling (cont.) Lecture 34 - Structural Equation Modelling Lecture 35 - Structural Equation Modelling (cont.) Lecture 36 - Time Series Modelling Lecture 37 - Time Series Modelling (cont.) Lecture 38 - Unit Root Lecture 39 - Cointegration Lecture 40 - Concluding Remarks

 References Econometric Modelling Instructor: Prof. Rudra P. Pradhan, Department of Management, IIT Kharagpur. The objective of this course is to present a comprehensive tools and techniques for managerial decision making.