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Lecturer(s)
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Zapletal David, doc. Mgr. Ph.D.
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Course content
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The subject of econometrics, its role and objectives in understanding socio-economic phenomena, pitfalls and limitations. Summary of knowledge about the classical linear regression model: assumptions and limitations of its use. General and generalized linear regression model: extension of the classical linear model when its assumptions are not met, logistic regression. Introduction to time series econometrics: one-dimensional and multidimensional autoregressive models, cointegration model. Introduction to survival analysis: incomplete data, survival function, Cox model. Basics of structural equation modeling. Summary of recommendations and principles for choosing an appropriate method, warning about common errors in methodology and interpretation.
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Learning activities and teaching methods
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Monologic (reading, lecture, briefing), Methods of individual activities
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Learning outcomes
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The aim of the course is to meet students with econometric methods so that they could apply them in their field of interest.
The student will be able to apply appropriate econometric methods within their field.
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Prerequisites
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unspecified
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Assessment methods and criteria
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Oral examination, Home assignment evaluation, Presentation
To pass the exam, students are required to complete assigned tasks and present the results of applying selected econometric methodology to real data. During the presentation, students demonstrate their understanding of the econometric methodology used and their ability to apply it in their own work.
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Recommended literature
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ASHLEY, R. A. Fundamentals of applied econometrics. Hoboken: Wiley, 2012. .
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Cipra, T. Finanční ekonometrie. Praha: Ekopress, 2013. .
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Hančlová, Jana. Ekonometrické modelování : klasické přístupy s aplikacemi. Praha: Professional Publishing, 2012. ISBN 978-80-7431-088-1.
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Hendry, D. F. Dynamic econometrics. Oxford: Oxford University Press, 1995. .
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Hušek, Roman. Aplikovaná ekonometrie . Praha: Oeconomica, 2009. ISBN 978-80-245-1623-3.
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Johnston, J. & DiNardo, J. Econometric methods. 4. vyd. New York: McGraw-Hill, 2007. .
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Kennedy, P. A guide to econometrics. 6. vyd. Madden: Wiley-Blackwell, 2008. .
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KLEIBER, C., ZEILEIS, A. Applied econometrics with R. New York: Springer, 2008..
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Maddala, G. S. Introduction to econometrics. 3. vyd. Chichester: Wiley, 2001. .
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Peracchi, Franco. Econometrics. Chichester: John Wiley & Sons, 2001. ISBN 0-471-98764-6.
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Salvatore, D. & Reagle, D. Statistics and econometrics. 2. vyd. New York: McGraw-Hill, 2011. .
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