## BPE_INEC Introduction to Econometrics

Ekonomicko-správní fakulta
podzim 2022
Rozsah
1/2/0. 6 kr. Ukončení: zk.
Vyučující
Garance
doc. Ing. Daniel Němec, Ph.D.
Katedra ekonomie - Ekonomicko-správní fakulta
Kontaktní osoba: Mgr. Jarmila Šveňhová
Dodavatelské pracoviště: Katedra ekonomie - Ekonomicko-správní fakulta
Rozvrh
Pá 9:00–9:50 VT105, kromě Pá 16. 9., kromě Pá 4. 11.
• Rozvrh seminárních/paralelních skupin:
BPE_INEC/01: Pá 10:00–11:50 VT105, kromě Pá 16. 9., kromě Pá 4. 11., D. Tsintskiladze Laxton
(! BPE_AIEC Introduction to Econometrics ) && (! NOWANY ( BPE_AIEC Introduction to Econometrics ))
elementary probability and mathematical statistics
Omezení zápisu do předmětu
Předmět je nabízen i studentům mimo mateřské obory.
Předmět si smí zapsat nejvýše 24 stud.
Momentální stav registrace a zápisu: zapsáno: 10/24, pouze zareg.: 0/24, pouze zareg. s předností (mateřské obory): 0/24
Mateřské obory/plány
Cíle předmětu
The course is designed to give students experience of using econometric methods important in economics, finance and other business subjects. It provides skills in regression essential for understanding much of the literature of economics, finance, and empirical studies in other areas of business.
We begin with the simple regression and multiple regression models. They are treated in depth and in range of applications. Careful attention is given to the interpretations of regression results and hypothesis testing. A part of the course introduces various modern tools for analyzing economic time series regression. Moreover, further topics in regression analysis are presented including regression with panel data and binary dependent variable.
By the end of the course students should be able to use regression models in many different applications, and to critically examine reported regression results in empirical research in economics and other business studies. They will be able to identify and deal with a number of econometric problems in the analysis of time series and cross-section data, and will have experience of a range of basic econometric methods.
Výstupy z učení
The course is designed to give students an understanding of why econometrics is necessary and to provide them with a working knowledge of basic econometric tools so that:
They can apply these tools to modeling, estimation, inference, and forecasting in the context of real world economic problems.
They can evaluate critically the results and conclusions from others who use basic econometric tools.
They have a foundation and understanding for further study of econometrics.
They have an appreciation of the range of more advanced techniques that exists and that may be covered in later econometric courses.
Osnova
• 1. Introduction to econometrics and working with data
• 2. A non-technical introduction to regression
• 3. Simple regression model
• 4. Multiple regression model
• 5. Freeing up the classical assumptions - heteroskedasticity
• 6. Freeing up the classical assumptions - autocorrelated errors
• 7. Instrumental variables method
• 8. Qualitative choice and limited dependent variable models
• 9. Univariate time series analysis
• 10. Regression with time series variables
• 11. Vector autoregressive models
• 12. Models for panel data
• 13. Other models, methods and issues
Literatura
povinná literatura
• KOOP, Gary. Introduction to econometrics. Chichester: John Wiley & Sons, 2008. 371 s. ISBN 9780470032701. info
• HILL, R. Carter, William E. GRIFFITHS a Guay C. LIM. Principles of econometrics. 4th ed. Hoboken: John Wiley & Sons, 2012. xxvi, 758. ISBN 9780470873724. info
doporučená literatura
• GUJARATI, Damodar N. a Dawn C. PORTER. Basic econometrics. 5th ed. Boston: McGraw-Hill, 2009. xx, 922. ISBN 9780071276252. info
• WOOLDRIDGE, Jeffrey M. Introductory econometrics : a modern approach. 4th ed. (International stude. Canada: South-Western, 2009. xx, 865. ISBN 9780324585483. info
• KENNEDY, Peter. A guide to econometrics. 6th ed. Malden: Blackwell, 2008. xii, 585. ISBN 9781405182584. info
Výukové metody
tutorials, class discussion, computer labs practices, drills
Metody hodnocení
final project, written and oral exam
Vyučovací jazyk
Angličtina
Informace učitele
Any copying, recording or leaking tests, use of unauthorized tools, aids and communication devices, or other disruptions of objectivity of exams (credit tests) will be considered non-compliance with the conditions for course completion as well as a severe violation of the study rules. Consequently, the teacher will finish the exam (credit test) by awarding grade "F" in the Information System, and the Dean will initiate disciplinary proceedings that may result in study termination Students in this course are expected to adhere to the Masaryk University’s high standards of integrity as spelled out in the Disciplinary Code for Students and Directive N.3/2008. Anyone who cheats on tests or exams, will be subject to the penalties set forth in the Code.
Další komentáře
Studijní materiály
Předmět je vyučován každoročně.
Předmět je zařazen také v obdobích podzim 2009, podzim 2010, podzim 2011, podzim 2012, podzim 2013, podzim 2014, podzim 2015, podzim 2016, podzim 2017, podzim 2018, podzim 2019, podzim 2020, podzim 2021.
• Statistika zápisu (nejnovější)