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Book - Damodar Gujarati
Introductory Econometrics Syllabus DU
Unit 1 Nature and scope of econometrics
Unit 2 Simple linear regression model:
Two variable case Ordinary least squares estimation of a linear model; properties of estimators; goodness of fit; testing of hypotheses; scaling and units of measurement; confidence intervals; the GaussMarkov theorem; forecasting and prediction
Unit 3 Multiple linear regression model
Extension of the single explanatory variable case to a multivariate setting; introducing non-linearities through functions of explanatory variables
Unit 4 Violations of classical assumptions:
Consequences, detection and remedies Multicollinearity; heteroscedasticity; serial correlation
Unit 5 Specification Analysis
Omission of a relevant variable; inclusion of irrelevant variable; specification tests
1. Dougherty, C. (2011). Introduction to econometrics, 4th ed. Oxford University Press. 20
2. Gujarati, D. (2014). Econometrics by example, 2nd ed. Palgrave Macmillan.
3. Gujarati, D., Porter, D. (2010). Essentials of econometrics, 4th ed. McGrawHill.
4. Kmenta, J. (2008). Elements of econometrics. Khosla Publishing House.
5. Maddala, G., Lahiri, K. (2009). Introduction to econometrics, 4th ed. Wiley.
6. Wooldridge, J. (2014). Introduction to econometrics: A modern approach, 5th ed. Cengage Learning
Regression, least squares, linear models
Amendment as per the last meeting on 13th January, 2022
*As per the notice on DSE Website
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