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Econometrics

Econometrics
639-3002/01
čeština Econometrics
639-3002/02
španělština Econometrics
639-3002/03
angličtina Econometrics
639-3002/04
čeština Econometrics
639-3002/05
angličtina

Anotace

The subject econometrics expands the subject matter of regression analysis covered by mathematical statistics. Studied are conditions under which the procedures of classical regression are usable, and alternative procedures for the case when the elementary conditions do not hold. The time series analysis, based on both the classical and Box-Jenkins methodology, is attached for the need of economic modelling. The classical econometric structure is complemented with applications of Taguchi loss functions.

Povinná literatura

BOX, G. E. P., G. M. JENKINS and G. C. REINSEL. Time Series Analysis: Forecasting and Control. NY: Wiley, 2008.
WEI, W. W. Time Series Analysis - Univariate and Multivariate Methods. NY: Pearson Addison Wesley, 2006.
ASHENFELTER, O. B.,P. B. LEVINE and D. J. ZIMMERMAN. Statistics and Econometrics: Methods and Applications. NY: Wiley, 2006. ISBN-13: 978-0470009451.
GUJARATI, D. Econometrics by Example. Macmillan., 2014. ISBN-13: 978-1137375018.

Doporučená literatura

GREENE, W. H. Econometric Analysis. New Jersey: Prentice Hall, 2008. ISBN 978-0131395381 .
DRAPER, N. R. and H. SMITH. Applied Regression Analysis. NY: Wiley, 1998. ISBN 978-0471170822 .
RYAN, T. P. Modern Regression Methods. NY: Wiley, 2008. ISBN 978-0470550441 .
HENDERSON, D. J. and C. F. PARMETER. Applied Nonparametric Econometrics.
Cambridge University Press, 2015.


zpět na vyhledávání
Language of instruction čeština, španělština, angličtina, čeština, angličtina
Code 639-3002
Abbreviation EM
Course title Econometrics
Coordinating department Department of Quality Management
Course coordinator Ing. Filip Tošenovský, Ph.D.