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Ens 362: Econometrics Ii Course Outline and Reading List

1. The document outlines the course ENS 362: Econometrics II which deepens students' understanding of linear regression analysis, hypothesis testing, and problems that arise in estimation models. 2. The course covers multiple regression analysis, the effects of violating regression assumptions, alternative functional forms, dummy variables, simultaneous equations, time series and panel data analysis. 3. Students will be evaluated through continuous assessment including midterm exams and assignments worth 40% and a final exam worth 60%. No make-up exams will be provided without documentation and missed assessments/exams will receive zero marks.

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52 views

Ens 362: Econometrics Ii Course Outline and Reading List

1. The document outlines the course ENS 362: Econometrics II which deepens students' understanding of linear regression analysis, hypothesis testing, and problems that arise in estimation models. 2. The course covers multiple regression analysis, the effects of violating regression assumptions, alternative functional forms, dummy variables, simultaneous equations, time series and panel data analysis. 3. Students will be evaluated through continuous assessment including midterm exams and assignments worth 40% and a final exam worth 60%. No make-up exams will be provided without documentation and missed assessments/exams will receive zero marks.

Uploaded by

Robert Howard
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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UNIVERSITY OF EDUCATION, WINNEBA DEPARTMENT OF ECONOMICS EDUCATION

Second Semester 2019–20


Subject Level: Undergraduate level 300
Credit Points: 3 hours
ENS 362: ECONOMETRICS II
Course Outline and Reading List
Course Supervisor: A. K. ABOTSI
Course aim
The course is designed to deepen student’s understanding of linear regression analysis using ordinary least
squares procedures and hypothesis tests as well as problems that commonly arise in the estimation of
models, diagnostic tests and solutions.

Prerequisite:
Students should have in-depth knowledge in fundamentals of Linear (or Matrix) Algebra, Matrix Inversion,
Solving Systems of Equations and Applications and Simple Regression Analysis. Students should also have
in-depth knowledge in Microeconomics, Statistics and Mathematical Economics.

Outline:
The main objective of the course is to familiarize students with basic econometrics techniques and to
prepare them to do their own applied work. Students are encouraged to think of the course as a preparation
toward their project (research) work.

1. Multiple Regression Analysis


a. Estimation of multiple regression model
b. the multiple coefficient of determination r2 and the multiple coefficient of correlation r
c. r2 and the adjusted r2
d. The Analysis of Variance Approach to Testing the Overall Significance of an Observed
Multiple Regression
e. Testing the Overall Significance of a Multiple Regression: The F Test
f. An Important Relationship between R2 and F
g. interpretation of multiple regression equation
2. The effect of violation of the assumptions of standard or classical linear regression model
a. Multicollinearity,
b. Heteroscedasticity

A.K.A. Page 1
c. Autocorrelation
3. Alternative Functional Forms
a. Interpreting coefficients in various models
4. Dummy Variables
5. Introduction to simultaneous equations
6. Introduction to time series data analysis
7. Introduction to panel data analysis

Evaluation:
You will be evaluated on the basis of:
1. Continuous assessment worth 40%
2. Final examination worth 60%

Continuous Assessment (40%):


The continuous assessment worth 40% may be made up of midterm examination and/or various
assignments (at the discretion of the Lecturer). The questions for the midterm examinations will
be drawn from the material that has so far been covered in the Semester.
Note: Late Assignments will not be accepted.

Final examination worth 60%


The final examination will be a comprehensive examination of all material covered in the course.

Note: Doing bad on a midterm or assignments is NOT grounds for getting part of the weight shifted to the
final. These percentages are fixed!

Missed Midterm examinations:


No make-up examinations will be provided. Students who do not have relevant documentation (e.g. medical
certificates, etc.) will receive a mark of zero on any missed examination or assignment and their final grade
will be computed in accordance with the formula specified above.

Reading lists:
1. Maddala, G. S. (2000) ‘Introduction to Econometrics’ (3rd ed.)Prentice-Hall.
2. Gujarati, D. N. (1995) ‘Basic Econometrics’, Batson, McGraw Hill.

A.K.A. Page 2
3. Pindyck, R. S. and Rubinfield, D. L. (1998), ‘Econometric Models and Economic Forecasts’,
McGraw Hill.
4. Kenneth G. Steward (2005) Introduction to Applied Econometrics, Brooks/Cole, Thomson
Learning, 10 Davis Drive Belmont, USA

A.K.A. Page 3

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