SUBJECT NO-HS50021, SUBJECT NAME- APPLIED ECONOMETRICS

LTP- 3-0-2,CRD- 4
SYLLABUS :-
Prerequisites: HS40102Course ContentsNon-Linear Regression Models; Generalized
Method of Moments; Unit Root Test; AR, MA, ARAM, ARIMA Models; Box-Jenkison
Methodology; Vector Autoregressive Model; Beysian Vector Autoregressive Model;
Distributed Lag Models; Partial Adjustment Models; Granger Causality Testing;
Co-integration; Error Correction Mechanism; Application of Time Series,
Simultaneous Equation and Panel Data in Economics: Integration of Markets,
Interest Rate Determination, Determination and Forecasting of Short-term,
Medium-term and Long-term Growth Rates; Monetary Transmission Mechanism,
Determination of FDI and FII, Causality between Financial and Non-financial
Markets; Measurement of Efficiency and Productivity, Estimation of Demand,
Production and Cost Functions, Measurement of Income Inequality and Business
Concentration, etc.Lab Practices - Use of above methods for the empirical study
of economic relationship.