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Econometrics is considered a difficult subject for university students. One must have good knowledge of both computer science and statistical mathematics to handle econometrics assignments. Try to learn and understand the concepts of both. There are many theories applied by experts to determine some quantity.
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Generalized method of moments, Time series Diebold, Forecasting Stock, Bayesian theory, Bayesian regression, Bayesian computation, Bayesian GMM, Discrete choice models in R, Bayesian logit & probit, Dynamic models of finite and infinite distributed lag. , Qualitative choice models, logit and probit models, binary and multinomial, ARMA, ARIMA, VAR and error correction model, Cointegration, ARCH, and GARCH models,
Modeling dynamic processes, Autocorrelation, Logit and probit, Binary choice models
Asymmetric modification, Econometric forecasts, Chow predictive tests, Policy evaluation using an econometric model, optimal control. , Simulation econometric models, Monte Carlo technique and bootstrapping., distribution theory, univariate, multivariate normal random variables, the theory of estimators,
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