BPE_INEC Introduction to Econometrics

Ekonomicko-správní fakulta
podzim 2012
Rozsah
1/2. 6 kr. Ukončení: zk.
Vyučující
Dmytro Vikhrov (přednášející)
Dmytro Vikhrov (cvičící)
doc. Ing. Daniel Němec, Ph.D. (náhr. zkoušející)
Garance
doc. Ing. Daniel Němec, Ph.D.
Katedra ekonomie – Ekonomicko-správní fakulta
Kontaktní osoba: doc. Ing. Daniel Němec, Ph.D.
Dodavatelské pracoviště: Katedra ekonomie – Ekonomicko-správní fakulta
Rozvrh
Út 8:30–9:15 VT203
  • Rozvrh seminárních/paralelních skupin:
BPE_INEC/01: Út 9:20–11:00 VT203, D. Vikhrov
Předpoklady
elementary probability and mathematical statistics
Omezení zápisu do předmětu
Předmět je otevřen studentům libovolného oboru.
Předmět si smí zapsat nejvýše 24 stud.
Momentální stav registrace a zápisu: zapsáno: 0/24, pouze zareg.: 0/24, pouze zareg. s předností (mateřské obory): 0/24
Cíle předmětu
The course is designed to give students experience of using econometric methods important in economics, finance and other business subjects. It provides skills in regression essential for understanding much of the literature of economics, finance, and empirical studies in other areas of business.
We begin with the simple regression and multiple regression models. They are treated in depth and in range of applications. Careful attention is given to the interpretations of regression results and hypothesis testing. A part of the course introduces various modern tools for analyzing economic time series regression. Moreover, further topics in regression analysis are presented including regression with panel data and binary dependent variable.
By the end of the course students should be able to use regression models in many different applications, and to critically examine reported regression results in empirical research in economics and other business studies. They will be able to identify and deal with a number of econometric problems in the analysis of time series and cross-section data, and will have experience of a range of basic econometric methods.
The course is designed to give students an understanding of why econometrics is necessary and to provide them with a working knowledge of basic econometric tools so that:
They can apply these tools to modeling, estimation, inference, and forecasting in the context of real world economic problems.
They can evaluate critically the results and conclusions from others who use basic econometric tools.
They have a foundation and understanding for further study of econometrics.
They have an appreciation of the range of more advanced techniques that exists and that may be covered in later econometric courses.
Osnova
  • 1. Introduction to econometrics and working with data
  • 2. A non-technical introduction to regression
  • 3. Simple regression model
  • 4. Multiple regression model
  • 5. Freeing up the classical assumptions - heteroskedasticity
  • 6. Freeing up the classical assumptions - autocorrelated errors
  • 7. Instrumental variables method
  • 8. Qualitative choice and limited dependent variable models
  • 9. Univariate time series analysis
  • 10. Regression with time series variables
  • 11. Vector autoregressive models
  • 12. Models for panel data
  • 13. Other models, methods and issues
Literatura
    povinná literatura
  • KOOP, Gary. Introduction to econometrics. Chichester: John Wiley & Sons, 2008, 371 s. ISBN 9780470032701. info
    doporučená literatura
  • HILL, R. Carter, William E. GRIFFITHS a Guay C. LIM. Principles of econometrics. 3rd ed. Hoboken: John Wiley & Sons, 2008, xxvii, 579. ISBN 9780471723608. info
  • GUJARATI, Damodar N. a Dawn C. PORTER. Basic econometrics. 5th ed. Boston: McGraw-Hill, 2009, xx, 922. ISBN 9780071276252. info
  • WOOLDRIDGE, Jeffrey M. Introductory econometrics : a modern approach. 4th ed. (International stude. Canada: South-Western, 2009, xx, 865. ISBN 9780324585483. info
  • KENNEDY, Peter. A guide to econometrics. 6th ed. Malden: Blackwell, 2008, xii, 585. ISBN 9781405182584. info
Výukové metody
tutorials, class discussion, computer labs practices, drills
Metody hodnocení
final project, written and oral exam
Vyučovací jazyk
Angličtina
Další komentáře
Předmět je vyučován každoročně.
Nachází se v prerekvizitách jiných předmětů
Předmět je zařazen také v obdobích podzim 2009, podzim 2010, podzim 2011, podzim 2013, podzim 2014, podzim 2015, podzim 2016, podzim 2017, podzim 2018, podzim 2019, podzim 2020, podzim 2021, podzim 2022, podzim 2023, jaro 2024, podzim 2024.