Econometrics
Informacje ogólne
Kod przedmiotu: | ECB5SE01EC-Z19 |
Kod Erasmus / ISCED: | (brak danych) / (brak danych) |
Nazwa przedmiotu: | Econometrics |
Jednostka: | Kierunek-Ekonomia |
Grupy: | |
Punkty ECTS i inne: |
4.00
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Język prowadzenia: | angielski |
Zajęcia w cyklu "Semestr zimowy 2019/2020" (zakończony)
Okres: | 2019-10-01 - 2020-02-16 |
zobacz plan zajęć |
Typ zajęć: |
Konwersatorium, 20 godzin
Wykład, 10 godzin
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Koordynatorzy: | Grzegorz Michalski | |
Prowadzący grup: | Grzegorz Michalski, Leszek Zaremba | |
Lista studentów: | (nie masz dostępu) | |
Zaliczenie: |
Przedmiot -
Egzamin/zaliczenie na ocenę/zal w skali zal-std2
Konwersatorium - Egzamin/zaliczenie na ocenę/zal w skali zal-std2 Wykład - Egzamin/zaliczenie na ocenę/zal w skali zal-std2 |
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Rodzaj przedmiotu: | (tylko po angielsku) Econometrics |
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Tryb prowadzenia: | (tylko po angielsku) Lectures (4 meetings) and workshop (8 meetings) |
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Wymagania (lista przedmiotów): | (tylko po angielsku) Mathematical Statistics, Mathematics in Social Sciences |
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Skrócony opis: |
(tylko po angielsku) Multiple correlation coefficient (MCC); selection of explanatory variables based on MCC; 4 steps to build a linear econometric model; (i) estimate structural parameters of the econometric model based on selected explanatory variables; (ii) Determine a point forecast for the next period, (iii) Assess the relative error of the ex ante forecast; calculate the forecast error of as the standard deviation of the prediction derived from the econometric model, (iv) Determine an interval forecast for the next period for a predefined confidence level, usually 95%. |
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Pełny opis: |
(tylko po angielsku) Initially we select a number of potential explanatory variables, say 5-10, and next using the method of multiple correlation coefficient, finally reduce the number of explanatory variables to 3-6. MCC should be as close to 1 as possible to make sure that the explanatory variables were chosen in the best possible way; Several real life examples, including some from agriculture, illustrating MCC method; Several detailed solutions showing step by step how to build linear econometric models by following 4 steps outlined above. |
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Literatura: |
(tylko po angielsku) Basic literature: R. L. Thomas, Using Statistics in Economics, McGraw-Hill (2005), chapters 8-9 and 12-13 Additional literature: Marno Verbeek, A Guide to Modern Econometrics ,John Wiley, 2nd ed.(2004) |
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Uwagi: |
(tylko po angielsku) Knowledge : EC-K6-W06 Student has advanced knowledge of the terminology and methodology of business research in specialties related to economics as well as of the principles of presenting the findings of that research in a synthetic form understandable for various groups of recipients.; Skills : EC-K6-U04 Student can define and solve problems, use analytical methods and instruments to assess markets and enterprises, as well as interpret the results of these analyzes to solve business problems. He/she can undertake tasks related to their profession. |
Właścicielem praw autorskich jest Akademia Finansów i Biznesu Vistula.