Introduction to Econometrics: Theory and practice

Econometrics theory, derivations, proofs, hypothesis testing, diagnostic tests

Created by: Zakia Batool
Instructor at Udemy

What Will I Learn?

• Students will grasp the fundamental concepts of econometrics, including the data types, assumptions in econometric models and properties.
• Estimate basic econometric models e.g simple linear regression and multiple linear regression and interpret the results.
• Diagnosing violations of key assumptions e.g normality, multicollinearity, heteroscedasticity, autocorrelation endogeneity etc.
• Conducting hypothesis tests for individual coefficients and overall model significance.

Requirements

• You will learn everything you need to know in this course; however, having a foundation in basic mathematics and statistics will be advantageous

Target audience

• The course "Introduction to Econometrics: Theory and Practice" is typically designed for students who have a basic understanding of economics and a strong interest in quantitative analysis. It serves as an entry-level course that introduces students to the field of econometrics, which involves the application of statistical and mathematical methods to economic data.