Popis předmětu - AE1M16EKM
AE1M16EKM | Ekonometrie | ||
---|---|---|---|
Role: | Rozsah výuky: | 2+2c | |
Katedra: | 13116 | Jazyk výuky: | EN |
Garanti: | Zakončení: | Z,ZK | |
Přednášející: | Kreditů: | 5 | |
Cvičící: | Semestr: | L |
Anotace:
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 situationOsnovy přednášek:
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 |
Osnovy cvičení:
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 |
Literatura:
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 |
Požadavky:
https://ekonom.feld.cvut.cz/cs/student/predmety/ekonometriePoznámka:
Rozsah výuky v kombinované formě studia: 14p+6c |
Předmět je zahrnut do těchto studijních plánů:
Plán | Obor | Role | Dop. semestr |
Stránka vytvořena 26.4.2024 15:52:05, semestry: Z,L/2023-4, Z/2024-5, připomínky k informační náplni zasílejte správci studijních plánů | Návrh a realizace: I. Halaška (K336), J. Novák (K336) |