639-0032/02 – Econometrics (EM)
| Gurantor department | Department of Quality Management | Credits | 4 |
| Subject guarantor | prof. RNDr. Josef Tošenovský, CSc. | Subject version guarantor | prof. RNDr. Josef Tošenovský, CSc. |
| Study level | undergraduate or graduate | Requirement | Compulsory |
| Year | 5 | Semester | summer |
| | Study language | Czech |
| Year of introduction | 1993/1994 | Year of cancellation | 2011/2012 |
| Intended for the faculties | FMT | Intended for study types | Master |
Subject aims expressed by acquired skills and competences
1/ výklad základních pojmů časových řad,
2/ zobecněná metoda nejmenších čtverců,
3/ schopnost praktické aplikace přednesené látky při analýze dat.
Teaching methods
Summary
The choice of the chapters of mathematical statistics which are especially
important for modelling of economical relations> regression analysis and time
series. The conditions needed for their applications are studied and
alternative procedures are developed in case that the basis conditions cannot
be completed (heteroskedasticity, autocorelation,multicolinearity).
With time series the models AR, MA, ARMA and ARIMA are studied.
Compulsory literature:
1. Wei,W.W.: Time Series Analysis -Univariate and Multivariate Methods,
Addison - Wesley Publishing Comp., Inc., 1990.
2. Koutsoyiannis,A.: Theory of Econometrics. Hong Kong: Macmillan, 1973.
3. Novales, A.: Econometria. McGraw-Hill, Madrid, 1988.
Recommended literature:
Additional study materials
Way of continuous check of knowledge in the course of semester
E-learning
Other requirements
Prerequisities
Co-requisities
Subject has no co-requisities.
Subject syllabus:
Plán přednášek
1. Časové řady (6 před.)
1.1 Klasická analýza (3 př)
1.1.1 Definice ČŘ (1 př)
Conditions for subject completion
Occurrence in study plans
Occurrence in special blocks
Assessment of instruction
Předmět neobsahuje žádné hodnocení.