156-0342/04 – Makroekonomická analýza B (MakAn)
Garantující katedra | Katedra národohospodářská | Kredity | 4 |
Garant předmětu | doc. Ing. Jiří Balcar, Ph.D., MBA | Garant verze předmětu | doc. Ing. Jiří Balcar, Ph.D., MBA |
Úroveň studia | pregraduální nebo graduální | Povinnost | povinný |
Ročník | 1 | Semestr | letní |
| | Jazyk výuky | čeština |
Rok zavedení | 2015/2016 | Rok zrušení | 2020/2021 |
Určeno pro fakulty | EKF | Určeno pro typy studia | navazující magisterské |
Cíle předmětu vyjádřené dosaženými dovednostmi a kompetencemi
The objective of this course is to apply econometric methods to real world problems. The emphasis is on teaching econometrics from the perspective of professional users and illustrate how empirical researchers think about and apply econometrics methods. The aim is to equip students with broad and rigorous tools that would allow them to (i) conduct an independent econometric analysis of problems they may encounter in their work and (ii) draw operational and/or policy recommendations where suitable.
Vyučovací metody
Přednášky
Cvičení (v učebně)
Anotace
The course will consists of fourteen (14) 90 minutes lectures with at least 20-30 minutes for discussion. The discussion will include a presentation of an individual student or a small team (2 – 3 people). The presentations would apply the methods covered in the readings and class lectures to a particular issue. In addition, there will be 7 practical sessions (seminars) that will focus on application of econometrics methods in Stata (or R on a voluntary basis). Occasionally, we will invite guest lectures to speak on an empirical topic of their choice where they use methods covered in the course.
Povinná literatura:
Wooldridge, J. M. (2016), Introductory Econometrics: A Modern Approach (6th edition), Cengage Learning, Inc.
Doporučená literatura:
Acock, A. C. (2018), A Gentle Introduction to Stata, 6th edition, A Stata Press Publication.
Heiss, F. (2016), Using R for Introductory Econometrics, 1st edition. This textbook is compatible with "Introductory Econometrics" by J. M. Wooldridge in terms of topics, organization, terminology and notation.
Verbeek, M. (2017), A Guide to Modern Econometrics, Wiley Publisher.
Besides the textbooks we are going to discuss a number of journal articles which will be posted on the internet or can be accessed through the university library.
Forma způsobu ověření studijních výsledků a další požadavky na studenta
Course requirements include active class participation and home-works, class presentation, a mid-term exam and a final exam and a short paper. Grade will be based on: (1) active class participation and home-works (15%); (2) individual or joint small group presentation (15%); (3) midterm exam (20%) and (4) final exam (50%). There will be 2 ‘midterm exams’ but only the higher score will count. However, students can take the 2nd exam only if they take the 1st. To get a passing grade for the course, you need to get some points in all activities.
E-learning
Další požadavky na studenta
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Prerekvizity
Předmět nemá žádné prerekvizity.
Korekvizity
Předmět nemá žádné korekvizity.
Osnova předmětu
1. Introduction and Review
2. Simple Linear Regression Analysis with Cross-Sectional Data I
3. Multiple Regression Analysis with Cross-Sectional Data I (Estimation)
4. Multiple Regression Analysis with Cross-Sectional Data II (Inference)
5. Nonlinear Models and Transformation
6. Heteroscedasticity
7. Binary Choice Models
8. Regression Analysis with Qualitative Explanatory Variables
9. Endogeneity and Instrumental Variables
10. Basic Regression Analysis with Time Series Data
11. Issues with Using OLS in Time Series Data, Serial Correlation
12. Introduction to Panel Data Methods
13. Advanced Panel Data Methods I (Fixed and Random Effects)
14. Advanced Panel Data Methods II (Instrumental Variables, 2-Stage Least Squares)
Podmínky absolvování předmětu
Výskyt ve studijních plánech
Výskyt ve speciálních blocích
Hodnocení Výuky