CZECH TECHNICAL UNIVERSITY IN PRAGUE
STUDY PLANS
2024/2025

# Econometrics

The course is not on the list Without time-table
Code Completion Credits Range Language
18EKN Z,ZK 4 2P+2C Czech
Garant předmětu:
Lecturer:
Tutor:
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, the system of simultaneous equations and instruments for econometric model

verification.

Requirements:

graduation in mathematics and statistics courses

Syllabus of lectures:

1. Econometric sources.

2. Phases of econometric analysis.

3. Microeconomic and macroeconomic models – producer’s models, consumer’s models and models of market

equilibrium.

4. Basic econometric model.

5. Ordinary least squares method.

6. Regression analysis and hypothesis testing.

7. Generalized model and generalized least squares method.

8. Heteroskedasticity.

9. Autocorrelation.

10. Multicolinearity.

11. Models of time delayed variables.

12. Models of simultaneous equations.

13. Identification of simultaneous equations models and parameter estimation.

Syllabus of tutorials:

Exercises in models and methods

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.

Study Objective:

Upon successful completion of this course, students will be able to formulate, estimate and verify linear econometric macro and micromodels in order to use them in quantitative economic analysis and prediction

Study materials:

Key references:

[1] Wooldridge, J.M.: Introductory Econometrics: A Modern Approach, 6th edition, Cengage Learning, 2015.

[2] Greene, W.H.: Econometric Analysis, 8th edition, Pearson Education, 2017.

Recommended references:

[3] Dhrymes, P.J.: Introductory Econometrics, Springer International Publishing AG, 2017.

[4] Davidson, J.: An Introduction to Econometric Theory, John Wiley &amp; Sons Ltd., 2018.

Note:
Further information:
No time-table has been prepared for this course
The course is a part of the following study plans:
Data valid to 2024-06-16
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