PMTEII Theory of Econometrics

Faculty of Economics and Administration
Autumn 2005
Extent and Intensity
2/1/0. 4 credit(s). Type of Completion: zk (examination).
Teacher(s)
RNDr. Dalibor Moravanský, CSc. (lecturer)
doc. Ing. Daniel Němec, Ph.D. (seminar tutor)
Guaranteed by
prof. Ing. Osvald Vašíček, CSc.
Department of Applied Mathematics and Computer Science – Faculty of Economics and Administration
Contact Person: Lenka Hráčková
Timetable
Thu 16:20–17:55 P403
  • Timetable of Seminar Groups:
PMTEII/1: Tue 18:00–19:30 VT105, D. Němec
Prerequisites
PMMAT2 Mathematics II && PEMIKI Microeconomics I && PEMAII Macroeconomics II && PMSTAI Statistics I && PMSTII Statistics II && PMMEK Mathematical Economics
Knowledge of the following courses is necessary : - Microeconomics - Macroeconomics - Mathematics - Statistics - Econometric theory I
Course Enrolment Limitations
The course is offered to students of any study field.
The capacity limit for the course is 23 student(s).
Current registration and enrolment status: enrolled: 0/23, only registered: 0/23, only registered with preference (fields directly associated with the programme): 0/23
Course objectives
Theory of Econometrics (PMTEII) The purpose of the course is to acquaint students with the quantitative analysis of economic systems, which results in an economic model that is, by means of mathematical transformation and statistic specification, transformed into an econometric model. Procedures of the econometric model quantification will be clarified, which consists in parameter estimate, data-based model verification, its statistic and econometric verification and in exploiting the model for economic analysis and for programming. Procedures will be presented on real economic systems and data with examples of practical use of the model, serving as a tool of economic decision-making.
Literature
  • HUŠEK, Roman. Základy ekonometrie. 2. přeprac. vyd. Praha: Vysoká škola ekonomická v Praze, 1992, 221 s. ISBN 8070795662. info
  • HUŠEK, Roman. Základy ekonometrické analýzy. Modely a metody. Praha: Vysoká škola ekonomická v Praze, 1998. info
Assessment methods (in Czech)
Výuka probíhá obvyklou výkladovou formou s podporou materiálů prezentovaných videoprojekcí. Zkouška trvá 80 minut a má převážně písemnou formu. Podmínkou jejího absolvování je docílení nejméně 55% bodů (zpravidla aspoň 11 z 20 možných), přičemž písemný test sestává ze 7-8 úloh. Ústní zkouška, případně navazující na písemný test, se odehrává rozpravou o 1-2 vybraných tématech.
Language of instruction
Czech
Further comments (probably available only in Czech)
Study Materials
The course is taught annually.
Information on course enrolment limitations: v případě více než 24 studentů proběhne cvičení ve 2 skupinách
The course is also listed under the following terms Autumn 2001, Autumn 2002, Autumn 2003, Autumn 2004, Autumn 2006, Autumn 2007, Autumn 2008.
  • Enrolment Statistics (Autumn 2005, recent)
  • Permalink: https://is.muni.cz/course/econ/autumn2005/PMTEII