http://www.person.vsb.cz/archivcd/FMMI/DOE/index.htm
from pages 151
Terminated in academic year 2020/2021
Econometrics
| Type of study | Follow-up Master |
|---|---|
| Language of instruction | English |
| Code | 639-3002/03 |
| Abbreviation | EM |
| Course title | Econometrics |
| Credits | 5 |
| Coordinating department | Department of Quality Management |
| Course coordinator | Ing. Filip Tošenovský, Ph.D. |
Subject syllabus
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
Literature
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 .
WOOLDRIDGE, J.M. Introductory Econometrics. 8th Edition. 2025. Cengage Learning. ISBN-13: 978-0357900161 .