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Econometrics - Theory and Practice · LearnSpace
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Econometrics - Theory and Practice

Курс от O.P. Jindal Global University
Начальный≈ 32.2 чАнглийский
О курсеНавыкиПрограммаПреподаватели

О курсе

Build practical econometrics skills to analyze economic data, interpret relationships, and make evidence-based decisions. This course is designed for learners interested in economics, finance, data analysis, public policy, and related fields who want to strengthen their quantitative and analytical capabilities. Learn how to build econometric models from economic theory and data, work with different datasets, and understand relationships between variables. Develop hands-on skills in simple and multiple linear regression, including Ordinary Least Squares (OLS), coefficient interpretation, R², functional forms, and model assumptions. Go further with hypothesis testing and statistical inference, including t-tests, F-tests, confidence intervals, and multiple restrictions. Explore advanced regression topics such as categorical variables, interaction terms, quadratic models, and OLS asymptotics. Learn to critically evaluate regression models by identifying omitted variable bias, multicollinearity, heteroscedasticity, model misspecification, measurement errors, binary dependent variables, and autocorrelation. Enroll to develop stronger econometric reasoning and confidently interpret quantitative evidence for real-world economic analysis.

Навыки, которые вы освоите

EconometricsRegression AnalysisTime Series Analysis and ForecastingCorrelation AnalysisStatistical InferenceStatistical ModelingModel EvaluationStatistical MethodsProbability & StatisticsStatistical AnalysisStatistical Hypothesis TestingEconomicsLogistic RegressionStatisticsProbability DistributionMathematical Modeling

Программа курса

7 модулей · 119 учебных материалов

01Scope of Econometrics and Introduction to Simple Linear Equation17 материалов

Course Introduction

Course IntroductionВидеоPre-sessional Videos: Introduction to Stata–Part 1ВидеоPre-sessional Videos: Introduction to Stata–Part 2ВидеоPre-sessional Videos: Introduction to Stata–Part 3Видео

The Nature of Econometrics and Economic Data

Учитесь у экспертов

Dr. Sunaina Dhingra

Associate Professor

Econometrics - Theory and Practice
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Обучение на Coursera

≈ 32.2 ч

7 модулей

Язык: Английский

Субтитры: Дари, Пушту

Часть программы вашего университета
Defining Econometrics, Economic Models, and Econometric Models Видео
Types of Datasets Видео
Nature of Variables in Empirical Analysis Видео
The Nature of Econometrics and Economic Data Задание
Essential Reading: The Nature of Econometrics and Economic DataЧтение

Understanding Relationship between Variables

Thinking About Two Variables SimultaneouslyВидеоEquation of a Straight Line and Introduction to Population Regression FunctionВидеоCovariance, Correlation, and CausationВидеоUnderstanding Relationship between VariablesЗаданиеEssential Reading: Understanding Relationship Between VariablesЧтениеGraded Quiz: Scope of Econometrics and Introduction to Simple Linear EquationЗадание

Hands-On Practice

Foundations of Econometrics: Linking Theory, Data, and Simple Linear RegressionDIALOGUEFrom Theory to Data: Building and Interpreting an Econometric Model for Policy InsightDIALOGUE
02The Linear Regression Model With One Explanatory Variable16 материалов

The Simple Linear Regression Model

Introduction to Sample Regression FunctionВидеоEstimation and Interpretation of Ordinary Least Squares (OLS) EstimatorsВидеоNumerical Properties of OLS EstimatorsВидеоMeasure of Goodness of Fit (R2)ВидеоAssumptions and Unbiasedness Property of OLS EstimatorsВидеоAssumption of Homoskedasticity and Variance of OLS EstimatorsВидеоEstimation of Error Variance and Precision Property of OLS EstimatorsВидеоEssential Reading: The Simple Linear Regression ModelЧтениеThe Simple Linear Regression ModelЗадание

Functional Forms

OLS Estimators When There Is no Intercept ВидеоConstant Percentage Effect Model: Log-LinearВидеоConstant Elasticity Model: Double-LogВидеоSemi-Elasticity Model: Lin-LogВидеоEssential Reading: Functional FormsЧтениеFunctional FormsЗадание
03The Linear Regression Model with Multiple Explanatory Variables15 материалов

The Multiple Linear Regression Model

An Overview of the Multiple Linear Regression ModelВидеоEstimation and Interpretation of OLS Estimators ВидеоStandard Assumptions and Unbiasedness PropertyВидеоMeasure of the Goodness of Fit in Multiple Regression and Adjusted R2 ВидеоHomoskedasticty Assumption and Precision PropertyВидеоEssential Reading: The Multiple Linear Regression ModelЧтениеThe Multiple Linear Regression Model Задание

Extensions of Multiple Linear Regression Model

Including Irrelevant and Excluding Relevant Variables in a Regression ModelВидеоRegression Through OriginВидеоChanges in Scale of Dependent and Independent VariablesВидеоRegression on Standardized Variables and Interpreting Beta CoefficientsВидеоRegression When the Explanatory Variable Is Binary in NatureВидеоEssential Reading: Extensions of Multiple Linear Regression ModelЧтение
04Hypothesis Testing and Statistical Inference21 материалов

Classical Linear Model (CLM)

Normality of the Error Term and the OLS EstimatorsВидеоEssential Reading: Classical Linear Model (CLM)ЧтениеClassical Linear Model (CLM)Задание

Hypothesis Testing for a Single Population Parameter: The t Test

Preliminaries to Hypothesis TestingВидеоSteps in Hypothesis Testing for a Single Parameter: t- StatisticВидеоHypothesis Testing for a Single Parameter: Hypothesized Value-0ВидеоHypothesis Testing for a Single Parameter: Hypothesized Value-ConstantВидеоDrawing Statistical Inference Using Confidence IntervalВидеоEssential Reading: Hypothesis Testing for a Single Population Parameter: The t TestЧтениеHypothesis Testing for a Single Population Parameter: The t TestЗадание

Hypothesis Testing for a Single Linear Combination of the Parameters

Stating the Hypothesis with Single Linear Restriction Involving Two ParametersВидеоDeriving the t-Statistic for a Single Linear Restriction Involving Two ParametersВидеоEssential Reading: Hypothesis Testing for a Single Linear Combination of the Parameters ЧтениеHypothesis Testing for a Single Linear Combination of the ParametersЗадание

Hypothesis Testing Using the F test

Stating the Hypothesis for Testing Multiple Exclusion RestrictionsВидеоDerivation of the F Statistic in Case of Multiple ExclusionsВидеоThe R-Squared Form of the F StatisticВидеоStating the Hypothesis and Deriving the F Statistic for General Linear RestrictionsВидеоEssential Reading: Hypothesis Testing Using the F-Test ЧтениеHypothesis Testing Using the F TestЗадание
05OLS Asymptotics and Further Issues in Multiple Regression Analysis17 материалов

OLS Asymptotic

​Consistency: Law of Large NumbersВидеоAsymptotic Normality and Asymptotic Efficiency: Central Limit Theorem​ВидеоEssential Reading: OLS AsymptoticЧтениеOLS AsymptoticЗадание

Further Issues: Interpreting Quadratic Term in Regression Model

Regression with Quadratic Terms of Explanatory VariablesВидеоEssential Reading: Further Issues: Interpreting Quadratic Term in a Regression ModelЧтениеFurther Issues: Interpreting Quadratic Term in Regression ModelЗадание

Further Issues: Interpreting Categorical Variables in a Regression Model

Regression when Explanatory Variable is Categorical in NatureВидеоEssential Reading: Further Issues: Interpreting Categorical Variables in a Regression ModelЧтениеFurther Issues: Interpreting Categorical Variables in a Regression ModelЗадание

Further Issues: Interpreting Interactions in a Regression Model

Conceptual Understanding of Interaction Terms in a Regression ModelВидеоEmpirical Illustration of Interactions Between Two Continuous RegressorsВидеоEmpirical Illustration of Interactions Between One Continuous and One Dummy Regressor ВидеоEmpirical Illustration of Interactions Between Two Dummy Regressors ВидеоEssential Reading: Further Issues: Interpreting Interactions in a Regression ModelЧтениеFurther Issues: Interpreting Interactions in a Regression ModelЗадание
06Critical Evaluation of the Classical Linear Regression Model-I15 материалов

Issues with Multiple Regression Models – Omitted Variable Bias

Omitted Variable Bias: The Simple CaseВидеоBiasedness and Inconsistency Due to Omitting Relevant VariablesВидеоOmitted Variable Bias: The General CaseВидеоIssues with Multiple Regression Models – Omitted Variable BiasЗаданиеEssential Reading: Issues with Multiple Regression Models – Omitted Variable BiasЧтение

Issues with Multiple Regression Models - Multicollinearity

Perfect and Imperfect MulticollinearityВидеоConsequence, Detection, and Remedies to Solve MulticollinearityВидеоIssues with Multiple Regression Models - MulticollinearityЗаданиеEssential Reading: Issues with Multiple Regression Models: MulticollinearityЧтение

Issues with Multiple Regression Models - Heteroscedasticity

Consequences of HeteroscedasticityВидеоTesting for Heteroscedasticity in a Regression ModelВидеоRemedies to Solve the Problem of Heteroscedasticity in a Regression ModelВидеоIssues with Multiple Regression Models- HeteroscedasticityЗаданиеEssential Reading: Issues with Multiple Regression Models- HeteroscedasticityЧтениеGraded Quiz: Critical Evaluation of the Classical Linear Regression Model-IЗадание
07Critical Evaluation of the Classical Linear Regression Model-II18 материалов

Specification and Data Problems

Model Misspecification: Omission of Relevant VariablesВидеоTesting Model Misspecification Due to Omission of Relevant Variables: F TestВидеоTesting Model Misspecification Due to Omission of Relevant Variables: Ramsey TestВидеоUsing Proxy Variables for Unobserved Explanatory VariablesВидеоProperties of OLS Under Measurement Error in Dependent VariablesВидеоProperties of OLS Under Measurement Error in Independent VariablesВидеоSpecification and Data ProblemsЗаданиеEssential Reading: Specification and Data ProblemsЧтение

Advanced Topic 1: Binary Dependent Variable

Binary Dependent Variables: Linear Probability ModelВидеоAdvanced Topic 1: Binary Dependent VariableЗаданиеEssential Reading: Advanced Topic 1: Binary Dependent VariableЧтение

Advanced Topic 2: Time Series Regression

Introduction to Time Series RegressionВидеоViolation of No Serial Correlation or Auto-Correlation AssumptionВидеоFormal Testing and Remedial Measure to Solve AutocorrelationВидеоAdvanced Topic 2: Time Series Regression ЗаданиеEssential Reading: Advanced Topic 2: Time Series Regression ЧтениеGraded Quiz: Critical Evaluation of the Classical Linear Regression Model-IIЗадание
Graded Quiz: The Linear Regression Model With One Explanatory VariableЗадание
Extensions of Multiple Linear Regression Model Задание
Graded Quiz: The Linear Regression Model with Multiple Explanatory VariablesЗадание
Graded Quiz: Hypothesis Testing and Statistical InferenceЗадание
Graded Quiz: OLS Asymptotics and Further Issues in Multiple Regression AnalysisЗадание
Course Wrap-Up VideoВидео