Skip to main content
Skip header

Introduction to Econometrics

Type of study Bachelor
Language of instruction English
Code 157-0588/02
Abbreviation INECON
Course title Introduction to Econometrics
Credits 5
Coordinating department Department of Systems Engineering and Informatics
Course coordinator prof. Ing. Jana Hančlová, CSc.

Osnova předmětu

1. Time series analysis (basic characteristics, graphical analysis, time series transformation, time series decomposition).
2. Linear regression model (formulation, estimation, specification, assumptions, MNC)
3. Verification of the estimated model (statistical verification, autocorrelation, heteroskedasticity, multicollinearity, economic verification).
4. Prediction (classification of forecasts, point and interval prediction, ex-post and ex-ante prediction, prediction accuracy).
5. Testing the normality of the residual component (graphical assessment, sophisticated statistical tests).

Povinná literatura

1. WOOLDRIDGE, Jeffrey M. Introductory Econometrics: A Modern Approach. South-Western: College Publishers, 2018. 816 s. ISBN-13: 978-1-111-53104-1 .
2. STOCK, James H. a WATSON, Mark W. Introduction to Econometrics. Addison-Wesley Longman, 2018. 800 s. ISBN-13: 978-0134461991 .
3. GREENE, William H. Econometric Analysis. Upper Saddle River, N.J: Prentice Hall, 2017. 1176 s. ISBN-13: 978-0134461366.

Doporučená literatura

1. KOOP, Gary, ed. Bayesian Econometric Methods (Econometric Exercises). Cambridge University Press, 2019. 376 s. ISBN-13: 978-1108437493 .
2. HEISS, Florian. Using R for Introductory Econometrics. CreateSpace Independent Publishing Platform, 2020, 378 s. ISBN-13: 978-1523285136 .
3. HEISS, Florian. Using Python for Introductory Econometrics. CreateSpace Independent Publishing Platform, 2020. 428 s. ISBN-13: ‎ 979-8648436763.