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Ukončeno v akademickém roce 2019/2020
Econometrics
| Type of study | Follow-up Master |
|---|---|
| Language of instruction | Spanish |
| Code | 639-3002/02 |
| Abbreviation | EM |
| Course title | Econometrics |
| Credits | 5 |
| Coordinating department | Department of Quality Management |
| Course coordinator | Ing. Filip Tošenovský, Ph.D. |
Osnova předmětu
1. Time Series (TS)
- Classical Analysis of Time Series
- Exponencial Model
- Moving Average MA
- Box Jenkins Models
- Characteristics of TS
- Models AR, MA, ARMA
- Stacionarity, Model ARIMA
2. Regression Analysis
- Heteroscedasticity
- Autocorrelation
- Multicollinearity
- Generalized LS metod
3. Loss Function of Taguchi
- Classical Analysis of Time Series
- Exponencial Model
- Moving Average MA
- Box Jenkins Models
- Characteristics of TS
- Models AR, MA, ARMA
- Stacionarity, Model ARIMA
2. Regression Analysis
- Heteroscedasticity
- Autocorrelation
- Multicollinearity
- Generalized LS metod
3. Loss Function of Taguchi
E-learning
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.
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.
Advised literature
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.
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.