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Master of Commerce (M.Com.) Fundamental of Econometrics Syllabus - Mumbai University

Fundamental of Econometrics Syllabus.pdf
Elective course · Semester 3 · M.Com. Business Economics · 4 credits

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Syllabus for Fundamental of Econometrics

Elective course · Semester 3 · M.Com. Business Economics · 4 credits

Module I: Introduction to EconometricsSimple and Multiple Linear Regression

  • (2Credits)
  • Unit 1 Introduction to Econometrics
  • Overview of Econometrics: Definition, Scope, and Importance, The Role of Econometrics in Economic Analysis and Policy Making
  • Basic Concepts: Population-Sample, Variables, Types of Data (Cross-sectional, Time
  • Series, Panel), Understanding Economic Relationships: Functional Forms, Linear vs. Non- linear Relationships
  • Review of Mathematical and Statistical Tools: Probability Distributions and Descriptive
  • Statistics, Introduction to Statistical Inference: Estimation, Hypothesis Testing, and Confidence Intervals
  • Unit 2 Simple and Multiple Linear Regression Analysis
  • Simple Linear Regression Model: Assumptions, Estimation, Interpretation, and Inference, Assessing Model Fit: Goodness of Fit Measures, Residual Analysis.
  • Multiple Linear Regression Model: Estimation, Interpretation, and Inference, Assumptions
  • of the Multiple Regression Model: Multicollinearity, Heteroscedasticity, Autocorrelation
  • Remedial Measures for Violations of Assumptions, Using Regression Analysis for Policy
  • Evaluation and Forecasting

Module II: Advanced and Applied Econometric (2Credits)

  • Unit 3 Violations of Assumptions and Advanced Topics
  • Detection and Remediation of Multicollinearity, Heteroscedasticity, and Autocorrelation, Specification Error: Types and Consequences
  • Introduction to Dummy Dependent Variable Models: Logit and Probit Models
  • Time Series Analysis: Stationarity, Autoregressive (AR) and Moving Average (MA) Models
  • Panel Data Analysis: Fixed Effects vs. Random Effects Models
  • Unit 4 Applied Econometric Techniques and Case Studies
  • Hands-on Application of Econometric Techniques using Statistical Software (e.g., MS.
  • Excel, R, SPSS)
  • Empirical Analysis of Economic Data: Case Studies from Real-world Economic Issues
  • (e.g., NSSO, CSO), Replication and Critique of Published Empirical Studies, Ethical
  • Issues in Econometric Research: Data Collection, Analysis, and Reporting
  • Presentation and Communication of Econometric Results: Graphical and Tabular
  • Representation, Report Writing Suggestive Reference:
  • 1 Basic Econometrics by Damodar N. Gujarati and Dawn C. Porter
  • 2 Econometric Analysis by William H. Greene
  • 3 Introductory Econometrics: A Modern Approach by Jeffrey M. Wooldridge
  • 4 Panel Data Econometrics by Badi H. Baltagi
  • Time Series Analysis by James D. Hamilton 5.
  • InternalExamination Internal:50 marksfor (4credit)
  • 25marks for (2 credit) 50or25 markscanbedividedinto following.
  • Quiz/Assignmentandpaperpresentation/ClassTest/ProjectPresentation SemesterEndExaminationQuestionPaperPattern
  • Max.Marks:50 Max.Time:2 Hours All thequestionsareCOMPULSORY Q.1 Attemptany1question: (a) (10) (b) (10) Q.2 Attemptany1question: (a) (10) (b) (10) Q.3 Attemptany1question: (a) (10) (b) (10) Q.4 Attemptany1question: (a) (10) (b) (10) Q.5 Writeexplanatorynotes onanytwo:(05MarksEach) (10) (a) (b) (c) (d) SemesterEndExaminationQuestionPaperPattern
  • Max. Marks: 25 Max.Time:1hour
  • All the questions are COMPULSORY Q.1 Attemptany1question:
  • Q.1 Attemptany1question: (a) (10)
  • (b) (10)
  • Q.2 Attemptany1question: (a) (10)
  • (b) (10)
  • Q.5 Writeexplanatorynoteson anytwo: (05Marks) (05)
  • (a)
  • (b) LetterGradesandGradePoints:

Reproduced from the University of Mumbai syllabus for M.Com. (Business Economics) under NEP 2020, in force from the academic year 2023-24. Wording is as printed in that syllabus. Module numbering is as printed there too.

The complete syllabus

This subject is cut from the University circular for its specialisation. Open a document here if you want the whole thing rather than a single subject.

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