Econometrics
| Code | Completion | Credits | Range | Language |
|---|---|---|---|---|
| X16EKM | Z,ZK | 5 | 2+2s | Czech |
- The course cannot be taken simultaneously with:
- Multiple Statistical Methods (X16VSM)
- The course is a substitute for:
- Econometrics (16EKM)
- Lecturer:
- Tutor:
- Supervisor:
- Department of Economics, Management and Humanities
- Synopsis:
-
History of Econometrics, econometric models, input-output models, modelling of demand, modelling of supply, modelling of production, Cobb-Douglas production function, linear regression models, simultaneous equations models, simulation in Econometrics.
- Requirements:
- Syllabus of lectures:
-
1. Characteristics of Econometrics and Its History
2. Econometric Models. Input- Output Models
3. Price Calculations and I-O models
4. Market Equilibrium Model from Econometric Point of View
5. Demand Models
6. Special Demand Functions
7. Time Series Models
8. Production Functions
9. Applications of Production Function
10. Linear Regression Models and Its Problems
11. Simultaneous Equations. Double-Stages Least Squares Method
12. Conjuncture Analysis
13. Income Models
14. Simulation Possibility in Econometric Models
- Syllabus of tutorials:
-
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 Demand Functions
7. Control Test
8. Time Series Models
9. Quality of Forecasts. Exponential Smoothing
10. Specific Problems of Time Series Analysis
11. Linear Regression Models
12. Double-Stages Least Squares Method
13. Conjuncture Analysis
14. Conclusion
- Study Objective:
- Study materials:
-
1. Johnston, J.: Econometric Methods, Mc Graw Hill, New York, 1984
2. Judge, G.G., Hill, R.C., Griffith, W.E., Lutkepohl, H. and Lee, T.C.: Introduction to the Theory and Practice of Econometrics, Wiley, New York, 1982
3. Berndt, E.R.: The Practice of Econometrics, Classic and Contemporary, Addison-Wesley Publishing Company, 1991
- Note:
- Further information:
- No time-table has been prepared for this course
- The course is a part of the following study plans:
-
- Economics and Management in Electrical Engineering- structured studies (compulsory course)