Subject description - AE1M16EKM
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AE1M16EKM |
Ekonometrie |
Roles: | |
Extent of teaching: | 2+2c |
Department: | 13116 |
Language of teaching: | EN |
Guarantors: | |
Completion: | Z,ZK |
Lecturers: | |
Credits: | 5 |
Tutors: | |
Semester: | L |
Anotation:
History of Econometrics, econometric models, input-output models, modelling of demand, time series models, production functions, linear regression models, simultaneous equations models, econometric analysis of economic situation
Course outlines:
1. | | Characteristics of Econometrics and its History. Econometric Models |
2. | | Input- Output Models |
3. | | Price Calculations and I-O models |
4. | | Demand Models |
5. | | Special Time Series Models |
6. | | Autocorrelation |
7. | | Exponential Smoothing |
8. | | Production Functions |
9. | | Linear Regression Models (LRM) |
10. | | LRM for Forecasting |
11. | | Problems in LRM and their Removal |
12. | | Simultaneous Equations. Double-Stages Least Squares Method |
13. | | Econometric Analysis of Economic Situation |
14. | | Summary |
Exercises outline:
1. | | Introduction |
2. | | I-O Models - money units |
3. | | I-O Models - natural units |
4. | | Price Calculations in I-O Balance |
5. | | Demand Models |
6. | | Special Time Series Models |
7. | | Autocorrelation.Exponential Smoothing |
8. | | Control Test |
9. | | Linear Regression Models |
10. | | LRM for Forecasting |
11. | | Problems in LRM and their Removal |
12. | | Double-Stages Least Squares Method |
13. | | Econometric Analysis of Economic Situation |
14. | | Conclusion |
Literature:
1. | | William H. Greene: Econometric Analysis,Oxford University Press,2008 |
2. | | Paul A Ruud: Introduction Classical Econometric Theory, Oxford University Press, 2005 |
3. | | Peter C.B. Phillips: Econometric Theory, Cambridge Uniersity Press, 2002 |
Requirements:
https://ekonom.feld.cvut.cz/web/index.php?option=com_content&task=section&id=7&Itemid=236
Subject is included into these academic programs:
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Page updated 28.4.2024 17:51:20, semester: Z/2024-5, Z,L/2023-4, Send comments about the content to the Administrators of the Academic Programs |
Proposal and Realization: I. Halaška (K336), J. Novák (K336) |