Econometrics and economic applications
Code | Completion | Credits | Range | Language |
---|---|---|---|---|
BD1M16EKM | Z,ZK | 4 | 14KP+6KS | Czech |
- Course guarantor:
- Lecturer:
- Tutor:
- Supervisor:
- Department of Economics, Management and Humanities
- Synopsis:
-
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
- Requirements:
- Syllabus of lectures:
-
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
- 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 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
- Study Objective:
- Study materials:
-
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
- Note:
- Further information:
- https://moodle.fel.cvut.cz/courses/BD1M16EKM
- No time-table has been prepared for this course
- The course is a part of the following study plans:
-
- Electrical Engineering, Power Engineering and Management - Management of Power Eng. and Electr. (compulsory course of the branch)