Module Directory

 

Module Description

 
 
Module Name
Module Code
Lecture Hrs
Practical Hrs
Credits
Principles of Econometrics (Special Retake)
ECON2003Y(3)**
3
0
6

Description
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.
Faculty Department
FACULTY OF SOCIAL SCIENCES AND HUMANITIES Department of Economics and Statistics
Contact Details
Administrative assistant: DILMAHOMED BOCUS Bibi Swaleha
Telephone: 4037400
Email: s.dilmahomed@uom.ac.mu
 

 


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