Počet kreditů 4
Vyučováno v Summer
Rozsah výuky 2P+2S
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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

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