| Classical Linear Regression Model: Hypothesis Testing. Multiple Regression Analysis. Breakdown of
Assumptions: Heteroskedasticity, Serial Correlation, Multicollinearity, Measurement Errors,
Endogeneity. Dummy Variables. Simultaneous Equation Models: Identification and Estimation
Methods, Time Series Models: Distributed Lag Models, Unit Root Tests, Cointegration, and ErrorCorrection
Models, Granger Causality, Introduction to VAR Modelling. Computer Applications. |
Administrative assistant: Mrs. GOUGON Aarti
Telephone: 4037400
Email: aofssh-exam@uom.ac.mu |
