Quantitative Methods for Business

Textbooks

Core textbooks:

Stock, James H. and Mark W. Watson (2007), Introduction to Econometrics, 2nd Edition, Pearson [SW henceforth]

Christopher F. Baum (2006), An Introduction to Modern Econometrics Using STATA. STATA Press. [CB henceforth]

More details about the textbooks will be provided in the first lecture.

You may find the following useful as alternatives texts:

• Jeffrey Wooldridge (2008), Introductory Econometrics: A Modern Approach, Cengage Learning
• Colin Cameron and Pravin K. Trivedi (2010), Microeconometrics Using Stata, Revised Edition. STATA Press.
Course Outline

Week Topic
Week-1
SW: chs 1, 2 and 3
CB: ch 1
Introduction to the course; Data: sources and types; Data handling
Review of fundamental statistical concepts
Week-2
SW: chs 6 and 7
CB: ch 4 Linear regression with multiple regressors
Week-3
SW: chs 8 and 9
CB: chs 5 and 6 Diagnostic tests for regression models. Specifying the functional form and regressions with non-iid errors
Week-4
SW: ch 12
CB: ch 8 Instrumental variables regression
Weeks-5 & 6
SW: ch 10
CB: ch 9 Panel-data models
Weeks-7 & 8
SW: ch 11
CB: ch 10 Models of discrete and limited dependent variables
Weeks-9 & 10
W: chs 10 & 11
SW: chs 14 & 15
Regression analysis of time series data

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