LMSMoodle:
https://lms.vsb.cz/course/view.php?id=132780
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. |
Subject syllabus
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).
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).
E-learning
Literature
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.
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.
Advised literature
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.
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.