Introduction to econometrics II eco 356 faculty of social sciences course guide course Developers: Dr. Adesina-Uthman

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Introduction to Econometrics ECO 356 Course Guide and Course Material

ECO 306

NOUN
110 She sorts the observations by increasing size of Y and runs the regression again for the
11 countries with smallest Y and the 11 countries with largest Y. RSS for these regressions is
321 and 28101, respectively. Perform a Goldfeld–Quandt test for heteroscedasticity.
3.1.7.0 REFERENCES FURTHER READING
Maddala, GS, &Lahiri, K. (1992).Introduction to econometrics (Vol. 2). New York Carter, HR, Griffiths, WE Judge, G. (2001).Undergraduate econometrics.2
nd
Ed. New York John Wiley and Sons.
Dougherty, C. (2007). Introduction to econometrics. Oxford University Press, USA
MODULE 4: ECONOMETRIC MODELLING AND AUTOCORRELATION
The general aim of this module is to provide you with a thorough understanding of the basic rudiments of econometric modelling. Stochastic Regression and Measurement Errors, autocorrelation, econometric modelling and models using time series data are explained. By the end of this module, you would have been able to understand the components of the module stated below. The units to be studied are
Unit 1: Stochastic Regression and Measurement Errors
Unit 2: Autocorrelation
Unit 3: Econometric Modelling and Models Using Time Series Data

UNIT 1: STOCHASTIC REGRESSORS ANDMEASUREMENT ERRORS
CONTENTS
4.1.1.0 Introduction
4.1.2.0 Objectives
4.1.3.0 Main Content
4.1.3.1 Stochastic Regressors
4.1.3.2 Unbiasedness

INTRODUCTION TO ECONOMETRICS II

ECO 306

NOUN
111 4.1.3.3 Consistency
4.1.3.4 The Consequences of Measurement Errors
4.1.3.5 Measurement Errors in the Explanatory Variables Measurement Errors in the Dependent Variable
4.1.4.0 Summary
4.1. 5.0 Conclusion
4.1.6.0 Tutor-Marked Assignment
4.1.7.0 References/Further Reading

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