CZECH TECHNICAL UNIVERSITY IN PRAGUE
STUDY PLANS
2020/2021

# Econometrics

Code Completion Credits Range Language
818EKON Z,ZK 5 2+2 Czech
Lecturer:
Jana Sekničková (guarantor)
Tutor:
Jana Sekničková (guarantor)
Supervisor:
Department of Software Engineering
Synopsis:

Econometrics is based on economic theory and the relations between economic quantities are expressed by mathematical tools and observed data from economic reality. The course covers basic instruments of econometric analysis as the basic econometric model, the generalized model and the system of simultaneous equations and instruments for econometric model verification.

Requirements:

Basic knowledge of matematical statistic.

Syllabus of lectures:

1.Econometric sources.

2.Econometric analysis phases.

3.Microeconomic and macroeconomic models.

4.Analysis of time series.

5.Regression analysis and hypothesis testing.

6.Basic econometric model.

7.Least squares method..

8.Generalized model.

9.Heteroskedasticity.

10.Autocorrelation.

11.Multicolinearity.

12.Models of time delayed variables.

13.System of simultaneous equations.

14.Identification.

Syllabus of tutorials:

1.Econometric sources. Examples.

2.Econometric analysis phases. Examples.

3.Microeconomic and macroeconomic models. Examples.

4.Analysis of time series. Examples.

5.Regression analysis and hypothesis testing. Examples.

6.Basic econometric model. Examples.

7.Least squares method. Examples.

8.Generalized model. Examples.

9.Heteroskedasticity. Examples.

10.Autocorrelation. Examples.

11.Multicolinearity. Examples.

12.Models of time delayed variables. Examples.

13.System of simultaneous equations. Examples.

14.Identification. Examples.

Study Objective:

Upon successful completion of this course students will be able to apply statistic and econometric theory to solution of economic problems, their bachelor's thesis and econometric courses, as well as to advanced study of applied statistics, econometrics and time-series theory.

Study materials:

Key references:

[1] P. Fiala: Úvod do ekonometrie, FJFI ČVUT, Praha, 2008 (in Czech)

[2] 1.R. Hušek: Základy ekonometrie, VŠE, Praha, 2001. (in Czech)

Recommended references:

[3] R.S. Pindyck, D.L. Rubinfeld: Econometric Models and Economic Forecasting, McGraw-Hill, New York, 1991.

Note:
Time-table for winter semester 2020/2021:
Time-table is not available yet
Time-table for summer semester 2020/2021:
Time-table is not available yet
The course is a part of the following study plans:
Data valid to 2020-10-22
For updated information see http://bilakniha.cvut.cz/en/predmet23499205.html