Applied Econometrics

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The Applied Econometrics 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 35 Hours.
Course fee is Rs. 6000
Access of Video Lectures is provided on one device, Windows Computer or Android Phone, till end of Semester V Exams.
Once You get the access you need to login and download our APP and all the lectures from your login account.


Course Content

Chapter 1 : Matrix Approach to Linear Regression    

K-variable Regression Model in Matrix Form

Assumptions of CLRM in Matrix Form

Gauss Markov Theorem in Matrix From

Variance Covariance Matrix

The Correlation Matrix

OLS Estimation in Matrix Form


Chapter 2 : Simple and Multiple Regression    

Chapter 2 is added Just for Revision of Sem 4 Concepts


Chapter 3 : Functional Forms    

Log Linear Model

Multiple Log Linear Model

Log Lin Model

Lin Log Model

Reciprocal Models

Polynomial Models

Regression on Standardised Variables

Measures of Goodness of Fit


Chapter 4 : Dummy Variables    

Interpretation of Dummy Variables

Use of Dummy Variables in Structural Change

Chow Test

Seasonal Data


Chapter 5 : Multicollinearity    

Consequences of Imperfect Collinearity

Detection of Multicollinearity

Remedial Measures


Chapter 6 : Heteroscedasticity    

Consequences of Heteroscedasticity

Detection of Heteroscedasticity

Remedial Measures


Chapter 7 : Autocorrelation    

Consequences of Autocorrelation

Detection of Autocorrelation

Remedial Measures


Chapter 8 : Model Specification Errors    

Underfitting Bias

Overfitting Bias

Tests of Specification Errors

Errors of Measurement

Model Selection Criteria


Chapter 9 : Dynamic Econometric Models    

Role of Time and Lag

Reasons for Lag

Estimation of Distributed Lag Models

Ad Hoc Estimation

The KOYCK Approach to Distributed Lag Models

The Adaptive Expectations Model

The Partial Adjustment Model

Combination of Adaptive Expectations and Partial Adjustment Models

Estimation of Autoregressive Models

Detecting Autocorrelation in Autoregressive Models

The Granger Casuality Test


Chapter 10 : Instrumental Variables    

Omitted Variables in a Simple Regression Model

Statistical Inference with IV Estimator

Properties of IV with a Poor Instrument Variable

IV Estimation of the Multiple Regression Model

IV Solutions to Errors in Variables Problems

Testing for Endogeneity


Chapter 11 : Panel Data    

Panel Data

Pooled OLS Regression

The Fixed Effect Least Square Dummy Variables Model

The Fixed Effect Within Group Estimator

The Random Effect Model

Chapter 12 : Simultaneous Equations    

Simultaneous Equations

Identification Problem



Course Description

The aim of this course is to provide a foundation in applied econometric analysis and develop skills required for empirical research in economics. Topics include specification and selection of regression models, dynamic econometric models, advanced methods in regression analysis and panel data models. Since the emphasis is on application of methods, this course requires understanding of econometric software and computing skills. 
Course Outline 
1. Stages in Empirical Econometric Research 
2. Regression Diagnostics and Specification Misspecification; functional forms; model selection. 
3. Advanced Topics in Regression Analysis Selected Topics: Dynamic Econometric Models: distributed lag models; autoregressive models; instrumental variable estimation; simultaneous equation models. 
4. Panel Data Models Methods of estimation; fixed effects model; random effects model. 
5. Introduction to Econometric Software Package GRETL; E-VIEWS; STATA (any one). 

1.   Jeffrey M. Wooldridge, Econometrics, CENGAGE learning, India Edition, 2009.

2. Dimitrios Asteriou and Stephen Hall, Applied Econometrics: A Modern Approach, Palgrave Macmillan, 2007.

3.   Damodar Gujarati, Econometrics by Example, Palgrave Macmillan, 2011. 




Video Lectures are also available for :
Eco (H) Sem I
Mathematical Methods for Economics I
Introductory Micro Economics
Calculus (GE)
Eco (H) Sem II
Mathematical Methods for Economics II
Introductory Macro Economics
Linear Algebra (GE)
Eco (H) Sem III
Intermediate Micro Economics I
Intermediate Macro Economics I
Statistical Methods
Financial Economics (SEC)
Data Analysis (SEC)
Differential Equations (GE)
Money and Banking (GE)
Eco (H) Sem (IV)
Intermediate Micro Economics II
Intermediate Macro Economics II
Introductory Econometrics
Data Analysis
Eco (H) Sem V
Development Economics I
Indian Economy I
Applied Econometrics
International Economics
Public Economics
Eco (H) Sem VI
Development Economics II
Financial Economics
Money & Financial Markets
Environmental Economics
BBE ALL Semester
B Com (H) ALL Semester
MA Economics Entrance
UGC NET Economics


For any query feel free to contact at
Dheeraj Suri Classes
Prime Academy