MU24015 Econometrics

Mathematical Institute in Opava
Winter 2012
Extent and Intensity
2/2/0. 6 credit(s). Type of Completion: zk (examination).
Teacher(s)
doc. Ing. Petr Seďa, Ph.D. (lecturer)
doc. Ing. Petr Seďa, Ph.D. (seminar tutor)
Guaranteed by
doc. Ing. Petr Seďa, Ph.D.
Mathematical Institute in Opava
Course Enrolment Limitations
The course is also offered to the students of the fields other than those the course is directly associated with.
fields of study / plans the course is directly associated with
Course objectives
Aim of the course is to explain basics of econometric modeling, taking into consideration economic interpretation, verification and using in practice decision making. Students will learn methods and techniques of econometrics analysis and forecasting. It assumes knowledge in economics, mathematics and statistics. By case studies focused on macro and microeconomic models and time series analysis, students will be able to solve practical problems using MS Excel and SPSS software products.
Syllabus
  • 1. Introduction to econometrics.¨
    2. Linear regression model.
    3. Functional forms of regression models.
    4. Statistical verification.
    5. Autocorrelation.
    6. Heteroscedasticity.
    7. Multicollinearity.
    8. Model specification.
    9. Dummy variable regression models.
    10. Prediction methods in econometrics.
    11. Time series models.
Literature
    required literature
  • HEIJ, Ch. et al. Econometrics Methods with Applications in Business and Economics. Oxford, 2004. ISBN 0-19-926801-0. info
  • GUJARATI, D. N. Basic Econometrics,4. Ed.,. Mc Graw-Hill, Singapore, 2003. ISBN 0-07-233542-4. info
  • HUŠEK, R. Základy ekonometrické analýzy I., II.. Vysoká škola ekonomická v Praze, 1998. ISBN 80-7079-102-0. info
    recommended literature
  • ARTL, J., ARTLOVÁ, M. Finanční časové řady. Praha: GRADA, 2003. ISBN 80-247-0330-0. info
  • BROOKS, Ch. Introductory econometrics for finance. Cambridge, 2002. ISBN 0521-79018-2. info
  • ARLT, J. Moderní metody modelování ekonomických časových řad. GRADA Publishing, 1999. Praha, Grada, 1999. ISBN 80-7169-539- 4. info
Language of instruction
Czech
Further comments (probably available only in Czech)
The course can also be completed outside the examination period.
Teacher's information
Credit:
Elaboration of project work focused on linear regression model or time series model application. It is compulsory to finish project in printed and electronic version.
Examination:
Students have to pass credit. Oral examination consists of two parts:
a) Discussion on project work.
b) 2 theoretical topics (from lectures, exercises and literature).
The course is also listed under the following terms Summer 2010, Winter 2010, Winter 2011, Winter 2013, Winter 2014, Winter 2015, Winter 2016, Winter 2017, Winter 2018, Winter 2019.
  • Enrolment Statistics (Winter 2012, recent)
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