CTU FEE Moodle
Econometrics and economic applications
B242 - Summer 2024/2025
This is a grouped Moodle course. It consists of several separate courses that share learning materials, assignments, tests etc. Below you can see information about the individual courses that make up this Moodle course.
Econometrics and economic applications - B1M16EKM
Main course
| Credits | 4 |
| Semesters | Summer |
| Completion | Assessment + Examination |
| Language of teaching | Czech |
| Extent of teaching | 2P+2S |
Annotation
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
Study targets
None
Course outlines
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
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
Exercises outlines
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
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
Literature
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
2.Paul A Ruud: Introduction Classical Econometric Theory, Oxford University Press, 2005
3. Peter C.B. Phillips: Econometric Theory, Cambridge Uniersity Press, 2002
Requirements
https://ekonom.feld.cvut.cz/web/index.php?option=com_content&task=section&id=7&Itemid=236
Econometrics and economic applications - BD1M16EKM
| Credits | 4 |
| Semesters | Summer |
| Completion | Assessment + Examination |
| Language of teaching | Czech |
| Extent of teaching | 14KP+6KS |
Annotation
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
Study targets
None
Course outlines
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
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
Exercises outlines
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
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
Literature
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
2.Paul A Ruud: Introduction Classical Econometric Theory, Oxford University Press, 2005
3. Peter C.B. Phillips: Econometric Theory, Cambridge Uniersity Press, 2002
Requirements
https://ekonom.feld.cvut.cz/web/index.php?option=com_content&task=section&id=7&Itemid=236
Econometrics and economic applications - BE1M16EKM
| Credits | 4 |
| Semesters | Summer |
| Completion | Assessment + Examination |
| Language of teaching | English |
| Extent of teaching | 2P+2S |
Annotation
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
Study targets
None
Course outlines
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
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
Exercises outlines
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
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
Literature
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
2.Paul A Ruud: Introduction Classical Econometric Theory, Oxford University Press, 2005
3. Peter C.B. Phillips: Econometric Theory, Cambridge Uniersity Press, 2002
Requirements
https://ekonom.feld.cvut.cz/web/index.php?option=com_content&task=section&id=7&Itemid=236