Počet kreditů 4
Vyučováno v Summer
Rozsah výuky 2P+2S
Garant předmětu
Přednášející
Cvičící

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 situation

https://ekonom.feld.cvut.cz/web/index.php?option=com_content&task=section&id=7&Itemid=236



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

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

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

Rozvrh předmětu
Po
Út
St
Čt
PřednáškyCvičení