Subject description - BE1M16EKM
Summary of Study |
Summary of Branches |
All Subject Groups |
All Subjects |
List of Roles |
Explanatory Notes
Instructions
| BE1M16EKM | Econometrics and economic applications | ||
|---|---|---|---|
| Roles: | PZ | Extent of teaching: | 2P+2S |
| Department: | 13116 | Language of teaching: | EN |
| Guarantors: | Lízal L. | Completion: | Z,ZK |
| Lecturers: | Lízal L., Tašpulatov Š. | Credits: | 4 |
| Tutors: | Lízal L., Tašpulatov Š. | Semester: | L |
Web page:
https://moodle.fel.cvut.cz/courses/BE1M16EKMAnotation:
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 situationCourse 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:| Program | Branch | Role | Recommended semester |
| MEEEM4_2018 | Management of Power Engineering and Electrotechnics | PZ | 4 |
| Page updated 14.9.2024 17:51:09, semester: L/2023-4, Z,L/2024-5, Z/2023-4, Z/2025-6, Send comments about the content to the Administrators of the Academic Programs | Proposal and Realization: I. Halaška (K336), J. Novák (K336) |