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Econometrics

Econometrics
639-0803/01
čeština Econometrics
639-0803/02
čeština

Anotace

The choice of the chapters of mathematical statistics which are especially
important for modelling of economical relations - regression and time
series analysis. The conditions needed for their applications are studied and
alternative procedures are developed in case that the basis conditions cannot
be completed (heteroskedasticity, autocorelation,multicolinearity).
With time series the models AR, MA, ARMA and ARIMA are studied.

Povinná literatura

1. Wei,W.W.: Time Series Analysis -Univariate and Multivariate Methods,
Addison - Wesley Publishing Comp., Inc., 1990.
2. Koutsoyiannis,A.: Theory of Econometrics. Hong Kong: Macmillan, 1973.
3. Novales, A.: Econometria. McGraw-Hill, Madrid, 1988.

Doporučená literatura

1. Greene, W. H.: Econometric Analysis. 6th ed., 2008 New Jersey: Prentice Hall.
2. Montgomery, D.C., Jennings, Ch.L., Kulahci, M.: Introduction to Time Series Analysis and Forecasting. NY, Wiley. 2008. ISBN: 978-0-471-65397-4 .
3. Mendenhall, W., Sincich, T.: A Second Course in Statistics: Regression Analysis. Sixt Edition. Perason Education, New Jersey, 2003. ISBN: 0-13-022323-9.
4. Draper, N.R., Smith, H.: Applied Regression Analysis. 3rd Edition. NY, Wiley. 1998. ISBN: 978-0-471-17082-2 
5. Ryan, T.P.: Modern Regression Methods, 2nd Edition. NY, Wiley.2008. ISBN: 978-0-470-08186-0 
6. Box, G.E.P., Jenkins, G.M., Reinsel, G.C.:Time Series Analysis: Forecasting and Control, 4th Edition. NY, Wiley, 2008. ISBN: 978-0-470-27284-8 


zpět na vyhledávání
Language of instruction čeština, čeština
Code 639-0803
Abbreviation EM
Course title Econometrics
Coordinating department Department of Quality Management
Course coordinator prof. RNDr. Josef Tošenovský, CSc.