Sr. No.

Name
1 Abhijeet
2 Ajay
3 Akshay
4 Amit
5 Aniket
6 Ankit
7 Arnab
8 Ashwini
9 Chetan

10 Ganesh.K
11 Ganesh.S
12 Kiran
13 madhavi
14 Mayur.S
15 Mitali
16 Monika
17 Namdev
18 Namrata
19 Nilam
20 Nilesh
21 Nitin
22 Parita
23 Prajakta

24 Rajani
25 Rashmi
26 Rohan
27 Rupali
28 Santosh
29 Satyajit
30 Sayali
31 Shivraj
32 Shraddha
33 Smita
34 Snehali
35 Soumi
36 Sujata
37 Suraj
38 Tejaswi
39 Tushar
40 Vinayak
41 Yogesh
42 Mayur.Y
43 Mitesh

Seminar topics
Testing of subset of regression
Constraint least square
Point predictor
Cobb and Douglas production function
Dummy variables-Nature,Introduction and examples
Dummy variables-chow test
Dummy variables-for seaonal adjustable
Some results of linear model with and without intercept
Estimation of non-linear regression model- Iterative linearlization method, direct search method,
derivation free method using examples
Estimation of non-linear regression model- Trail and error method, direct search method,
derivation free method using examples

Spearman rank correlation test for hetroscedasticity and their example

using R
Detect the hetroscedasticity using Goldefelde-Quandt test using
example 11.5(pg-421) [basic econometrics by D.N.G]
Detect the hetroscedasticity using Breusch pagan test using example
11.5(pg-421) [basic econometrics by D.N.G]
Remedial measures of hetroscdasticity using R(pg-424-431)[basic
econometrics by D.N.G]
Explain Park test, White test using example 11.5(pg-431)[basic
econometrics by D.N.G]
Explain Park test, White test using example 11.10 through R(pg-432)
[basic econometrics by D.N.G]
Solve example 11.22 using R(pg-446)[basic econometrics by D.N.G]
Cobb Douglas production function
Heteroscedasticity: reasons for heteroscedasticity and example
through R to demonstrate present the heteroscedasticity (only
graphical)
Reasons for autocorrelation
Panel data regression-explain and analysis using R
Twp step least square method

Exponential smoothing methods(ref. internet)

Identification problem-order condition
Time series chapter-1,2 and 3 using R [basic econometrics by D.N.G]
Time series studied in graduation
Ramsey test
Identification problem-rank condition
Auto regression conditional heteroscedasticity model and Generalized
conditional heteroscedasticity model
Explain Proncipal Component Regression Analysis with example using
R [Introduction to linear regression analysis by D.C.M] (pg-369)
Test of simultaniaty
Validation of regression model

Explain lmtest using R

Recurrsive least square method
Introduction of simultaneous equations
Explain Ridge Regression using R [Introduction to linear regression
analysis by D.C.M] (pg-348)
Time series chapter-1,2 and 3 using R [basic econometrics by D.N.G]
Bias indirect least square method
Indirect least sqaure method
Cobb web phenomenon
Time series chapter-1,2 and 3 using R [basic econometrics by D.N.G]