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Terminated in academic year 2009/2010

Econometrics

Type of study Master
Language of instruction Czech
Code 151-0074/02
Abbreviation EKON
Course title Econometrics
Credits 2
Coordinating department Department of Mathematical Methods in Economics
Course coordinator prof. Ing. Jana Hančlová, CSc.

Course aims

The basic aim of the course is to teach students to examine and measure mutual
functional relations and dependencies among economic variables. Based on
quantitative analyses, the outcomes of the economic theory are verified; they
are formulated by means of mathematical expressions. The course graduates will
be able to carry out analyses of regression models. Students will be
introduced to the possibilities of econometric models applications, to the
analysis of forecasting the future values and optimal management.

Literature

ARLT, J. – ARLTOVÁ, M.: Finanční časové řady. 1. vydání Grada Publishing, Praha, 2003. ISBN 80-247-0330-0.
2. BROOKS, CH.: Introductory econometrics for finance. Cambridge: Cambridge University Press, 2002. ISBN 0-521-79018-2.
3. GREENE, W.H. Econometric Analysis. Pearson Education, 2008. ISBN 9780135137406.
4. GUJARATI, D.N. Basic Econometrics. 4th Ed., Singapore: Mc Graw-Hill, 2003. ISBN 0-07-233542-4.
5. HEIJ, CH. et al: Econometrics Methods with Applications in Business and Economics. Oxford: Oxford University Press, 2004. ISBN 0-19-926801-0.
6. HUŠEK, R. Ekonometrická analýza. 1. vydání. Praha, 2007. ISBN 978-80-245-1300-3.
7. LUKÁČIKOVÁ, A. LUKÁČIK, M. Ekonometrické modelovanie s aplikáciami. Bratislava: Ekonóm, 2007.
8. Podkladové materiály ke studiu v LMCS Moodle: http://moodle.vsb.cz/vyuka
9. RAMANATHAN, R. Introductory Econometrics with Applications. 5th edition. Harcourt College Publishers, 2002. ISBN-13: 978-0030343421 .
10. WOOLDRIDGE, J. Introductory Econometrics: A Modern Approach (with Economic Applications Online, Econometrics Data Sets with Solutions Manual, Web Site Printed Access Card), Student Solutions Manual Printed Access Card.). 4th ed. Mason. Ohio: South Western Cengage Learning, 2008. ISBN 9780324581621 .

Advised literature

No advised literature has been specified for this subject.


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