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**The Applied Econometrics – I Course for BA (Hons) Economics Semester V, Delhi University has been taught by Mr. Dheeraj Suri. The Video Lectures are based upon the books prescribed by the University of Delhi. The Duration of Video Lectures is approximately 40 Hours.**

**Course Fee : Rs. 7,000**

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**Demo Lectures**

**Exam Pattern**

Students will have to pass the end-semester exam and the total of the internal assessment and end-semester exam as per university rules to clear the paper.

The end-semester final examination will be of 75 marks. The question paper will consist of seven questions of 15 marks each from Topics I, II, III and IV only. Students will have to answer any five questions.

The software skills of the students will be tested by the teachers during internal assessment and not in the end-semester final exam. The paper setting committee should take a note of this.

Internal assessment will be of 25 marks, divided further as follows:

- Attendance: 5 marks
- Class Test/ Assignment: 10 marks
- Empirical project using the econometric software learnt: 10 marks. (Projects can be done

in groups of 2 or 3)

** Click Here for Reading List of Applied Econometrics**

**Click Here for Reading List of Applied Econometrics**** ****Course Content**** of Our ****Video Lectures**

**Course Content****of Our****Video Lectures****Lectures are as per the Latest Syllabus for 2023**

**Lectures are as per the Latest Syllabus for 2023****Topic** – I : Stages in Empirical Econometric Research

**Topic**– I : Stages in Empirical Econometric Research

**Chapter 1 : Nature of Econometric Analysis [22 Minutes]**

**Based Upon Gujrati, Chapter 1.3**

**Based Upon Gujrati, Chapter 1.3**

**Number of Lectures 1 Lectures**

**Total Duration of Lectures 22 Minutes**

**Chapter 2 : Review of Simple & Multiple Linear Regression [266 Minutes]**

**These Lectures are for Revision of Sem 4 Topics**

**Number of Lectures 4 Lectures**

**Total Duration of Lectures 266 Minutes**

**Topic** – II : The Linear Regression Model : Estimation, Specification and Diagnostic Testing

**Topic**– II : The Linear Regression Model : Estimation, Specification and Diagnostic Testing

**Chapter 3 :Matrix Approach to Linear Regression [125 Minutes]**

**Based Upon Gujrati, Appendix – C**

**Based Upon Gujrati, Appendix – C**

**Number of Lectures 4 Lectures**

**Total Duration of Lectures 125 Minutes**

**Chapter 4 : Functional Forms [437 Minutes]**

**Based Upon Gujrati, Chapter 2**

**Number of Lectures 9 Lectures**

**Total Duration of Lectures 437 Minutes**

**Chapter 5 :Dummy Variables [194 Minutes]**

**Based Upon Gujrati, Chapter 3**

**Based Upon Gujrati, Chapter 3**

**Number of Lectures 7 Lectures**

**Total Duration of Lectures 194 Minutes**

**Chapter 6 : Multicollinearity [113 Minutes]**

**Based Upon Gujrati, Chapter 4**

**Number of Lectures 2 Lectures**

**Total Duration of Lectures 113 Minutes**

**Chapter 7 :Heteroscedasticity [146 Minutes]**

**Based Upon Gujrati, Chapter 5**

**Based Upon Gujrati, Chapter 5**

**Number of Lectures 4 Lectures**

**Total Duration of Lectures 146 Minutes**

**Chapter 8 : Autocorrelation [149 Minutes]**

**Based Upon Gujrati, Chapter 6**

**Number of Lectures 4 Lectures**

**Total Duration of Lectures 149 Minutes**

**Chapter 9 : Econometric Modelling [165 Minutes]**

**Based Upon Gujrati, Chapter 13**

**Based Upon Gujrati, Chapter 13**

**Number of Lectures 4 Lectures**

**Total Duration of Lectures 165 Minutes**

**Topic** – III : Advance Topics in Regression Analysis

**Topic**– III : Advance Topics in Regression Analysis

**Chapter 10 : Dynamic Econometric Models [139 Minutes]**

**Based Upon Gujrati, Chapter 17**

**Based Upon Gujrati, Chapter 17**

**Number of Lectures 5 Lectures**

**Total Duration of Lectures 139 Minutes**

**Chapter 11 : Instrumental Variables [79 Minutes]**

**Based Upon Wooldridge, Chapter 15**

**Number of Lectures 4 Lectures**

**Total Duration of Lectures 79 Minutes**

**Chapter 12 : Simultaneous Equations [90 Minutes]**

**Based Upon Gujrati, Chapter 18**

**Based Upon Gujrati, Chapter 18**

**Number of Lectures 2 Lectures**

**Total Duration of Lectures 90 Minutes**

**Topic** – IV : Panel Data Models

**Topic**– IV : Panel Data Models

**Chapter 13 : Panel Data [120 Minutes]**

**Based Upon Gujrati, Chapter 16**

**Based Upon Gujrati, Chapter 16**

**Number of Lectures 3 Lectures**

**Total Duration of Lectures 120 Minutes**

**Topic** – V : Limited Dependent Variables

**Topic**– V : Limited Dependent Variables

**Chapter 14 : Logit and Probit Models [100 Minutes]**

**Based Upon Gujrati, Chapter 15**

**Based Upon Gujrati, Chapter 15**

**Number of Lectures 2 Lectures**

**Total Duration of Lectures 120 Minutes**

**Previous Year Papers**

**Previous Year Papers**

**2018 [110 Minutes]**

**Number of Lectures 3 Lectures**

**Total Duration of Lectures 100 Minutes**

**2017 Paper [106 Minutes]**

**Number of Lectures 4 Lectures**

**Total Duration of Lectures 106 Minutes**

**End of Syllabus**

**Course Description**

**Applied Econometrics (HE55)**

**Discipline Specific Elective (DSE) Credit: 6**

**Course Objective**

The course assumes that students have a basic knowledge of statistics, mathematics as well as basic econometric theory. It builds on the compulsory Introductory Econometrics course and teaches students a broad set of commonly used econometric methods. These include estimating models with limited dependent variables and the use of instrumental variables to estimate models with endogenous regressors.

**Course Learning Outcomes**

Students will learn the theoretical basis for techniques widely used in empirical research and consider their application in a wide range of problems

**Unit 1**

Stages in empirical econometric research

**Unit 2**

The linear regression model: estimation, specification and diagnostic testing: estimation, specification and inference

**Unit 3**

Advanced topics in regression analysis: dynamic econometric models, instrumental variable estimation, measurement errors

**Unit 4**

Panel data models and estimation techniques: pooled regression, fixed and random effects models

**Unit 5**

Limited dependent variables: logit and probit models for binary responses, tobit models for truncated data.

**Unit 6**

Introduction to econometric software; publicly available data sets and software will be used to estimate models and apply the techniques learned in class

**References**

- Gujarati, D. (2014). Econometrics by example, 2nd ed. Palgrave Macmillan.33
- Gujarati, D., Porter, D. (2012). Basic econometrics, 5th ed. McGraw-Hill.
- Wooldridge, J. (2014). Introduction to econometrics: A modern approach, 5th ed. Cengage Learning