https://www.vsb.cz/e-vyuka/cs/subject/639-3002/05
http://www.person.vsb.cz/archivcd/FMMI/DOE/index.htm
from pages 151
Econometrics
| Type of study | Follow-up Master |
|---|---|
| Language of instruction | English |
| Code | 639-3002/05 |
| Abbreviation | EM |
| Course title | Econometrics |
| Credits | 5 |
| Coordinating department | Department of Quality Management |
| Course coordinator | Ing. Filip Tošenovský, Ph.D. |
Subject syllabus
1. Classical regression and its applications in industry
2. Modelling in industries and the problem of heteroscedasticity
3. Modelling in industries and the problem of multicollinearity
4. Time series, their typology and characteristics
5. Modelling in industries and the problem of autocorrelation described by time series
6. Control charts and ARMA models for stationary time series
7. ARIMA models for nonstationary time series
8. Modelling time series with moving averages and exponential smoothing
9. Taguchi loss functions
2. Modelling in industries and the problem of heteroscedasticity
3. Modelling in industries and the problem of multicollinearity
4. Time series, their typology and characteristics
5. Modelling in industries and the problem of autocorrelation described by time series
6. Control charts and ARMA models for stationary time series
7. ARIMA models for nonstationary time series
8. Modelling time series with moving averages and exponential smoothing
9. Taguchi loss functions
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 .