Econometric Methods Study Materials 2021 – Download Unit wise PDFs, Chapters & Topics

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Econometric Methods Study Materials: Download Econometric Methods Study Materials 2021. In this article, we are going to provide the Study Notes for Social Sciences. This subject will come mostly for MA in Economics.  You can download these books from our Exams Time website that is free of cost. We have provided the materials for the important aspects of Basic Econometric Methods, Specification Issues, Limited Dependent Variable Models, etc. Economics students can download these Econometric Methods Study Materials which will be useful for their Exam Preparation.

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Econometric Study Materials - Download MA Economics Study Notes PDF

Econometric Methods Study Materials

Name of the Subject Econometric Methods
Category Social Sciences
Useful for Master of Arts (MA) 
Course Type Post Graduation Courses
Article on Study Materials 2021
Study Material Format PDF
Download Other Study Materials Click Here

Econometrics Study Books

Subject  Download Links 
Econometric Methods Download 
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Chapters & Topics

The chapters that are given in the Textbook are covered here. All topics are clearly given here for the convenience of the students.

Basic Econometric Methods

  • Introduction to Econometrics
  • Estimation of Two-variable Regression Model
  • Statistical Inference in Simple Regression Models
  • Multiple Regression Model
  • Generalised Least Squares

Specification Issues

  • Multicollinearity
  • Autocorrelation
  • Heteroscedasticity
  • Errors in Variables

Endogenous Regressors

  • Dummy Variable Models
  • Autoregressive and Distributed Lag Models
  • Discrete Dependent Variable Models

Limited Dependent Variable Models

  • Introduction to Simultaneous Equation Models
  • Identification Problem
  • Estimation of Simultaneous Equation Models

Models for Time Series Data

  • Introduction to Multivariate Analysis
  • Principal Components Analysis
  • Factor Analysis

Subject in the Universities

This subject will be useful to the students who are pursuing a Bachelor’s Degree in Arts in BA & MA. The following university students can also download Econometric Methods study materials :

  • National Open University
  • Utkal University

Subject in the Semesters

Econometric Methods subject will be studied by the students in the following semesters of their respective courses :

  • MA Economics II Year

Unit wise PDFs

Download Unit wise PDFs of Econometric Methods :

Units  Download Links 
Basic Econometric Methods Download
Specification Issues Click Here
Endogenous Regressors Download
Limited Dependent Variable Models Click Here
Models for Time Series Data Download

Important Questions

We have mentioned some of the important questions of Econometric Methods :

  • What are the basic principles of econometric analysis.
  • Express relationships between economic variables using mathematical concepts and theories?
  • Describe the fundamental techniques and wide array of applications involving linear regression estimation.
  • Analyse the strengths and weaknesses of the basic regression model.
  • Outline the assumptions of the normal linear regression model and discuss the significance of these assumptions
  • Explain the method of ordinary least squares?
  • Discuss the consequences of multicollinearity, the procedures for identifying multicollinearity, and the techniques for dealing with it.
  • Discuss the consequences of specifying equations incorrectly.
  • Discuss the tests used to identify correct model specification and statistical criteria for choosing between models.
  • What is instrumental variable? Explain about Use of instrumental variable.
  • What is Simultaneous Equations Method? Discuss about Simultaneous Equations Methods.
  • Explain about Methods of Estimation.
  • Discuss about Method of Indirect least squares 2 LS.
  • Explain Method of instrumental variable MLIML, 3 SLS and FIMLM.
  • What is Lag Model and Distributive Lag Model? Explain in details about Distributive Lag Models.
  • What is Lagged exogenous model? Discuss Lagged exogenous and endogenous methods.
  • What is OLMS to lagged and generous model? Explain about Consequences of applying OLMS to lagged and generous model.
  • Discuss about Estimation of distribution log models KOYCK’s approach.
  • What is Seasonal Analysis? Discuss applications of Seasonal Analysis.
  • Explain various use of the Dummy variable in Seasonal Analysis.
  • What is Dummy Dependent Variable? Discuss in detail about Dummy Dependent Variables.
  • Explain about Dummy Dependent Variable Models

Recommended Books for Econometric Methods

The books that are useful for knowing about Econometric Methods are given here. These are available online and can be useful for learning.

  • Gullybaba IGNOU MA (Latest Edition) MECE-1 Econometrics Methods by Loknath and Panel, Paperback

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