ARLT, A., ARLTOVÁ, M. Economic time series. Properties, methods, modeling, examples and applications. GRADA Publishing, Praha 2007, 285 s., ISBN 978-80-247-1319-9
SEDDIGHI, H. Introductory Econometrics: A Practical Approach. New York, 2012, 382 p., ISBN 978-0-4155-66886
CIPRA, T. Financial econometrics, Ekopress, Praha 2008, 538 s., ISBN 978-80-86929-43-9
Terminated in academic year 2011/2012
Macroeconometrics Analysis
| Type of study | Master |
|---|---|
| Language of instruction | Czech |
| Code | 156-0322/01 |
| Abbreviation | MEA |
| Course title | Macroeconometrics Analysis |
| Credits | 3 |
| Coordinating department | Department of Applied Economics |
| Course coordinator | doc. RNDr. Jitka Poměnková, Ph.D. |
Subject syllabus
1) Macro econometric analysis as empirical discipline
2) Getting to know applied software
3) Basic principles of dealing with economic data
4) Descriptive statistics in practice
5) Analysis and estimation of time series
6) Regression analysis application
7) Econometric analysis of time series
8) Vector autoregression and its application
9) Cross-country regression
10) Panel data regression
11) Modeling variability of time series
12) Practical application
2) Getting to know applied software
3) Basic principles of dealing with economic data
4) Descriptive statistics in practice
5) Analysis and estimation of time series
6) Regression analysis application
7) Econometric analysis of time series
8) Vector autoregression and its application
9) Cross-country regression
10) Panel data regression
11) Modeling variability of time series
12) Practical application
Literature
Advised literature
WOOLDRIDGE, J. Introductory Econometrics: A Modern Approach, South-Western Collegue Pub., 2009, 863s., ISBN 978-324-66054-8
WOOLDRIDGE, Jeffrey, M. Econometric Analysis of Cross Section and Panel Data. Cambridge (USA): 2010, MIT. ISBN 978-262-23258-6.
STEHLÍKOVÁ, B., TIRPÁKOVÁ, A., POMĚNKOVÁ, J., MARKECHOVÁ, D.
Research methodology and statistical inference. 9. vyd. Brno: Folia univ. agric. et silvic. Mendel. Brun., 2009. II. ISBN 978-80-7375-362-7 .
WOOLDRIDGE, Jeffrey, M. Econometric Analysis of Cross Section and Panel Data. Cambridge (USA): 2010, MIT. ISBN 978-262-23258-6.
STEHLÍKOVÁ, B., TIRPÁKOVÁ, A., POMĚNKOVÁ, J., MARKECHOVÁ, D.
Research methodology and statistical inference. 9. vyd. Brno: Folia univ. agric. et silvic. Mendel. Brun., 2009. II. ISBN 978-80-7375-362-7 .