CTU FEE Moodle
Econometrics and economic applications
B252 - Summer 25/26
This course is not present in Moodle. You can visit its homepage by clicking the "Course page (outside Moodle)" button on the right (if available).
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