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Indian Institute of Technology, Kharagpur

Applied Econometrics

Indian Institute of Technology, Kharagpur and NPTEL via Swayam

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Overview

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Unique value added by this present course is that it will teach the students from data collection to conclusion of a study using econometric techniques. Second, it will delve deep into experiments in the field of Economics. Experimental Economics is a thriving area in the field of Economics.INTENDED AUDIENCE : Management, Humanities, Economics, Industrial EngineeringPREREQUISITES : Higher Secondary Level Mathematics KnowledgeINDUSTRY SUPPORT : Banking, Policy making/ Development Organization, Consulting Firms

Syllabus

Week-1 : Sampling Fundamentals
Week-2 : Descriptive Statistics: Mathematical Distributions Week-3 : Statistical Inferences
Week-4 : Review of Least Square and Linear Model Week-5 : Probit, Logit & 2SLS Week-6 : Review of Instrumental Variable
Week-7 : Introduction to Nonparametrics
Week-8 : Regression & Matching
Week-9 : Regression Discontinuity Design
Week-10 : Difference in Difference
Week-11 : Estimation of Treatment Effect
Week-12 : Introduction to Data Mining (for High Dimensional Data)

Taught by

Prof. Tutan Ahmed

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