Module Directory

 

Module Description

 
 
Module Name
Module Code
Lecture Hrs
Practical Hrs
Credits
Principles of Econometrics
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 Error-Correction 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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