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Terminated in academic year 2010/2011

Economic Statistics and Econometrics

Type of study Follow-up Master
Language of instruction Czech
Code 639-0801/01
Abbreviation ESE
Course title Economic Statistics and Econometrics
Credits 7
Coordinating department Department of Quality Management
Course coordinator prof. RNDr. Josef Tošenovský, CSc.

Subject syllabus

1. Time series analysis: Introduction to Forecasting Systems, Methods of Forcasting, Exponential Smoothing Methods, Smoothing Models for Seasonal Data, Moving Averages and related Methods.
2. Box-Jenkins methodology - Forecasting, AR, MA, ARMA Models, Stacioanarity
3. Regression analysis - Simple Linear Regression Model, Graph the Data, Introduction to Multiple Linear Regression
4. Testing the assumptions of linear regression - Heteroscedasticity, Serial Correlation, Multicollinearity
5. Generalized Least Squares Estimators - GLS
6. Two-Stage Least Squares (2SLS)
7. Economic evaluation processes - Taguchi's Loss Function
8. Taguchi Loss Function - Asymmetric Loss Functions.

Literature

No literature has been specified for this subject.

Advised literature

No advised literature has been specified for this subject.