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F01 (A)
Issue No.06 Rev. No 7 Dated: July 16, 2018
___________________________________________________________________________
School of Business
Dehradun
______________________________________________________
COURSE PLAN
Programme : MBA OG
Course : : Econometrics
Semester : III
No. of credits : 3
Email : ndalei@ddn.upes.ac.in
Approved By
_______________________ _______________________
HOD Dean
UPES Campus Tel : +91-135-2770137
“Knowledge Acres” Fax : +91 135- 27760904
Kandoli Village, Website : www.upes.ac.in
Dehradun -248 007 (U K)
COURSE PLAN
Subject: Econometrics Course: MBA(OG) 2017-19
A. OBJECTIVES:
(a) To familiarize students with basic concept of econometrics, model building and estimation.
b) To teach the students various econometrics tools and their application in oil and gas sector.
B. COURSE OUTLINE
Multicollinearity
Heteroscedasticity
C.PEDAGOGY
Internal Assessment: 50% Weightage (shall be done based on the following 3 components):
Outcomes Evaluation
Home
Assignment Class Test Lab Test Project Report
✓ ✓ ✓ ✓
Outcome 1 ✓ ✓
Outcome 2 ✓ ✓ ✓ ✓
Outcome 3 ✓ ✓ ✓ ✓
Outcome 4 ✓ ✓ ✓ ✓
The three components will be used for internal assessment for this course (Total 100 marks), the
details of each component is as follows:
a) Individual Assignment:
Individual student will be given a separate assignment to submit/present on a definite date.
MCQ test can also be conducted (20% weightage).
b) Lab Practice
All the students will be given a data set on a business problem. The solution to the
econometric exercise has to be done with the help Eviews/SPSS/ STATA (Software). The
final result from the analysis has to be interpreted and written. Students will submit the hard
and softcopy of the assignment.
c) Group Project:
Passing Criterion
Students have to pass in the end-semester exam and in the overall evaluation.
Student scoring less than 40 out of 100 marks in absolute term in the Individual
Course (Subject), whether in the End Semester Exam or in the composite score,
shall be awarded as ‘F’ grade.
Student scoring 85 and above in composite score (IA+ES), shall be awarded the
highest grade as ‘O’ i.e. “Outstanding” (on 10 point Scale).
Attendance
Students are required to have minimum attendance of 75% in each subject. Students with less than
said percentage shall NOT be allowed to appear in the end semester examination. The student
obtaining 100% attendance would be given 5% bonus marks for internal assessment.
Cell Phones and other Electronic Communication Devices: Cell phones and other electronic
communication devices (such as Blackberries/Laptops) are not permitted in classes, during Tests
or the Mid/Final Examination. Such devices MUST be turned off in the class room.
E-Mail and LMS: Each student in the class should have an e-mail id and a pass word to access the
LMS system regularly. Regularly, important information – Date of conducting class tests, guest
lectures, syndicate sessions etc. to the class will be transmitted via LMS. The best way to arrange
meetings with us or ask specific questions is by email and prior appointment. All the assignments
preferably should be uploaded on LMS. Various research papers/reference material will be
mailed/uploaded on LMS time to time.
Gujarati, D. Essentials of
Econometrics (3rd
Ed.,2006), Page No.-19-
MODULE I: Review of Chalk & Talk
128
Statistics and Mathematics PPT Presentation
Salavatore D. and Reagle
Descriptive Statistics Random
1. D.
Probability and questions
Statistics and
Probability Distribution
Econometrics. World Bank Data
The Normal Distribution Chapter 2 and 3, Page 1- set
15.
Properties of
Summation,
Expectation. Linear
Gujarati, D. Essentials of Chalk and talk
function.
Econometrics (3rd PPT
2. Hypothesis testing Ed.,2006), Page No.-19- Examples
128 World Bank Data
Introduction to set
Econometrics
Individual Assignment
Lecture
Assumptions of the Examples
Gujurati D.N. Porter D.C.
method of least squares Discussion
and Gunasekar S.
for Classical Linear Presentation
6.
Regression Model. Basic Econometrics Numerical problems
World Bank Data
Chapter 3, Page 67-78 set
Module III Extensions of Gujurati D.N. Porter D.C. Chalk and Talk
Simple Regression Model and Gunasekar S. Numerical
9. Regression problems
Scaling and Units of Basic Econometrics Discussion
Measurement
Chapter 6, Page 160-169 World Bank Data set
Linear trend and Non- Gujurati D.N. Porter D.C. Chalk and Talk
Linear trend Model and Gunasekar S. Examples
11.
World Bank Data
Basic Econometrics set
Individual Assignment
Lecture
Examples
Gujurati D.N. Porter D.C.
Meaning of Partial Discussion
and Gunasekar S.
Regression Coefficients Presentation
13.
Multiple coefficient of Basic Econometrics World Bank Data
Determination set
R2 and adjusted R2 Chapter 7, Page 213-219
MODULE V:
Lab-4 Estimation of
Practical
18 Dummy variable Table 9.5 Page No 309
Regression World Bank Data
(Gujurati)
set
Lecture
Examples
Module VI Relaxing the
Chapter 10, Page No. Whiteboard
Assumptions of the CLRM
19 339-385 (Gujurati) PPT
Multicollinearity
problem and Estimation
World Bank Data
of OLS
set
Hetroscedasticity Lecture
Problem and Estimation Examples
20 of OLS Chapter 11, Page No. Discussion
Remedy for 386-432 (Gujurati) Presentation
Hetroscedasticity World Bank Data
problem set
Lecture
Lab-5 on Whiteboard
Multicollinearity and Examples
21 Heteroscedasticity
Table 10.5 Page No Presentation
351 (Gujurati) World Bank Data
set
Lecture
Examples
Autocorrelation problem Discussion
22.
and estimation of OLS
Chapter 12, Page No Presentation
436-491 World Bank Data
set
Lecture
Examples
Lab 6 Autocorrelation Discussion
23. problem and estimation Table 10.7 Page No Presentation
of OLS 354 (Gujurati)
World Bank Data
set
Internal Assessment
G: 1 Individual Assignments
2 Written Test 4 12
Multiple Linear Regression Model
G: 2 Lab Sessions
G: 4 SUGGESTED READINGS:
H: TEXT BOOKS:
Gujarati, D. N. (2004), Basic Econometrics, New Delhi: Tata McGraw-Hill, Fourth Edition.
Gujarati, D. N. , Porter D C, and Gunasekar S. (2012), Basic Econometrics, New Delhi: Tata
McGraw-Hill, Fifth Edition.
Salvatore, D. and Reagle, B. (2002), Statistics and Econometrics, Second Edn., Schaum
Outline Series
I: REFERENCE BOOKS
J: WEB SOURCES:
1. http://www.rbi.org.in/
2. http://www.worldbank.org/
3. http://www.imf.org/external/index.htm
4. http://www.macroscan.org/
5. http://gretl.sourceforge.net/win32/
1. http://www.cmie.com/kommon/bin/sr.php?kall=wcontact&page=prowess
L: Instructions
1. Students are requested to come to the class on scheduled time. Online attendance will be
considered only. If any malfunctioning of card issues is there, they will inform earlier.
Request for manual attendance will not be considered for the latecomers. Request for
attendance after 10 minutes from the commencement of class is not going to be accepted.
Practice of personal visits to the faculty desk on attendance issues is highly discouraged.
2. Students are advised to carry a scientific calculator and the statistical tables (Appendix D,
Page No 851 to 866) from Basic Econometrics Book by D.N. Gujurati.
3. Lab practice is mandatory for all the students. Post lab discussions on the Assignment will
be highly appreciated.
4. Class notes and PPT uploaded on LMS is not substitute for the regular lecture.
5. Use of electronic devices such as Mobile, Laptops is prohibited unless it is instructed by
the faculty. In case of any violation, confiscating of the devices will be done for 7 days and it
will be reported to the Dean Students Affairs after the class.
6. Late Submission of the Home Assignments are not acceptable. There will be deduction of
marks for the late submission.
7. Personal discussion within the classroom is prohibited and in these cases, the students will
be marked as absent for the same class.
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