Econometric Modelling
Econometric Modelling. Instructor: Prof. Rudra P. Pradhan, Department of Management, IIT Kharagpur. The objective of this course is to present a comprehensive tools and techniques for managerial decision making including problem of cost estimation, market size determination, sales projection, stock price prediction, etc. It has two parts. First part deals with regression-based modeling, which captures the behavior of variable through a structural model based on theory. The second part deals with time series modeling, which concentrates on the dynamic characteristics of economic and financial data. (from nptel.ac.in)
| Lecture 20 - Multicollinearity Problem |
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