TOŠENOVSKÝ, F. Econometrics. Studijní opora. Dostupné z: chrome-extension://efaidnbmnnnibpcajpcglclefindmkaj/https://lms.vsb.cz/pluginfile.php/2886695/mod_resource/content/1/Econometrics.pdf
WOOLDRIDGE, J.M. Introductory Econometrics. 8th Edition. 2025. Cengage Learning. ISBN-13: 978-0357900161 .
Econometrics
| Language of instruction | španělština, angličtina, čeština |
|---|---|
| Code | 639-3002 |
| Abbreviation | EM |
| Course title | Econometrics |
| Coordinating department | Department of Quality Management |
| Course coordinator | Ing. Filip Tošenovský, Ph.D. |
Anotace
The subject econometrics expands the subject matter of regression analysis, so that it complies with requirements of diverse industries, and quality management in particular.
Studied are conditions under which standard techniques of modelling relations among variables are usable, and also alternative techniques for the cases when the standard methods fail due to a specific character of datasets - something that occurs often in industrial applications. The subject matter is extended with the theory of time series - the classical and particularly the Box-Jenkins methodology. The latter finds its applications within quality management when nonstandard control charts are constructed. The classical structure of the subject is further complemented with the Taguchi loss functions, a basis for evaluation of low quality - induced financial losses.
Studied are conditions under which standard techniques of modelling relations among variables are usable, and also alternative techniques for the cases when the standard methods fail due to a specific character of datasets - something that occurs often in industrial applications. The subject matter is extended with the theory of time series - the classical and particularly the Box-Jenkins methodology. The latter finds its applications within quality management when nonstandard control charts are constructed. The classical structure of the subject is further complemented with the Taguchi loss functions, a basis for evaluation of low quality - induced financial losses.