MBA652
Statistical Modeling for Business Analytics
Course Syllabus |
| Semester: |
2013 Spring |
| Timings: |
Th: 11:30 – 12:45 am,
F: 10:00 – 11:15 pm |
| Classroom: |
New IME Building – Room C2 |
| Instructor: |
Dr. Devlina Chatterjee, Room 211, IME Building
Ph: 259 6960 (Office)
Email: devlina@iitk.ac.in (Please always write MBA652-2013 in the subject line) |
|
Objective of the course:
The objective of this course is to understand various econometric, statistical, and forecasting tools for making informed business decisions in the current dynamic and uncertain global business environment. This is an applied econometrics course. The course will include hands-on model building using the open source statistical software - R. It is expected that by taking this course students will gain skills and experience in data analysis, economic modeling and interpretation of analytical results. |
Text Book:
Introduction to Econometrics by James H. Stock and Mark W. Watson (Addison-Wesley, 3rd Edition) |
Reference Books:
- Introductory Econometrics: A Modern Approach, by Jeffrey M. Wooldridge (South-Western Cengage Publishers, 4th Ed.)
- Basic Econometrics by D. Gujarati (McGraw-Hill, 5th Edition)
|
Evaluation scheme:
| Attendance, quizzes |
- 15% |
| Assignments |
- 20% |
| Term Project |
- 15% |
| Mid-term exam |
- 20% |
| Final exam |
- 30% |
|
Topics to be covered:
| 1. |
Introduction - Economic questions and data |
(Ch1, SW) |
| 2. |
Review of probability |
(Ch 2, SW) |
| 3. |
Review of statistics |
(Ch 3, SW) |
| 4. |
Linear regression with one regressor |
(Ch4, SW) |
| 5. |
Regression with a single regressor: hypothesis tests and confidence intervals |
(Ch5, SW) |
| 6. |
Linear regression with multiple regressors |
(Ch6, SW) |
| 7. |
Hypothesis tests and confidence intervals in multiple regression |
(Ch7, SW) |
| 8. |
Nonlinear regression functions
Mid-sem exam |
(Ch8, SW) |
| 9. |
Regression with binary dependent variable |
(Ch11, SW) |
| 10. |
Regression with panel data |
(Ch10, SW) |
| 11. |
Introduction to time series regression |
(Ch14, SW) |
| 12. |
Estimation of dynamic causal effects
End-sem exam |
(Ch15, SW) |
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