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Lecturer(s)
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Vencálek Ondřej, doc. Mgr. Ph.D.
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Fačevicová Kamila, Mgr. Ph.D.
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Fišerová Eva, doc. RNDr. Ph.D.
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Course content
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1. Approach to econometric modeling. 2. A general model; linear regression model. 3. Estimate of regression parameters. 4. Estimate of error variance; statistical verification. 5. Prediction; the test of stability of the model in time. 6. Measures of model fit; the test of regression fit. 7. Multicolinearity; condition index; ridge regression. 8. Dummy variables. Generalized linear model. 9. Tests of homoscedasticity and autocorrelation. 10. Seemingly unrelated regression. 11. Simultaneous equations; structural and reduced forms. 12. Problem of identification; parameter estimation. 13. The final form of simultaneous equations. Dynamic models.
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Learning activities and teaching methods
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Lecture, Monologic Lecture(Interpretation, Training), Dialogic Lecture (Discussion, Dialog, Brainstorming)
- Attendace
- 39 hours per semester
- Preparation for the Course Credit
- 20 hours per semester
- Preparation for the Exam
- 60 hours per semester
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Learning outcomes
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Mastering statistical procedures appropriate for special data structures in economy.
Knowledge To know statistical procedures used in practice for modelling special data structures in economy.
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Prerequisites
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Basic knowledge of probability theory and mathematical statistics.
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Assessment methods and criteria
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Oral exam, Written exam
Credit: active participation in seminars, the student has to turn in individual homework Exam: the student has to present knowledge and understanding of the theory and methods
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Recommended literature
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A.H. Studenmund. (2017). Using Econometrics: A Practical Guide (7th edition).. Pearson International.
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D. Gujarati. (2014). Econometrics by Example (2nd edition).. Red Globe Press.
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E. Fišerová. (2015). Lineární statistické modely.. Vydavatelství UP, Olomouc.
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G. Koop. (2013). Analysis of Economic Data (4th edition).. Wiley.
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J. A. Víšek. (1997). Ekonometrie I. Karolinum, Praha.
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J.M. Wooldridge. (2015). Introductory Econometrics: A Modern Approach (6th edition).. Cengage Learning, Boston.
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R. Hušek. (2009). Aplikovaná ekonometrie. Oeconomica.
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R. Hušek. (1992). Základy ekonometrie. Skriptum VŠE, Praha.
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