1. SylabUZ
2. Wydział Ekonomii i Zarządzania
3. semestr zimowy 2023/2024
4. Ekonomia - drugiego stopnia z tyt. magistra
5. Econometrics and forecasting

Wygeneruj PDF dla tej strony

Econometrics and forecasting - opis przedmiotu

Cel przedmiotu

Acquisition by the Student of the ability to recognize and study the relationship between economic phenomena and the ability to model socio-economic phenomena through the ability to collect appropriate statistical data, selection of explanatory variables for the model, creating a model using appropriate methods, its verification and interpretation of the obtained results. The student will learn about the possibilities of using econometric models to describe economic phenomena, as well as the limitations of their use.

Wymagania wstępne

Zapisz zmiany

Descriptive statistics, Algebra

Zakres tematyczny

1. The concept of an econometric model. Selection of explanatory variables for the linear model.

2. Econometric modelling. Estimating the parameters of linear models using the least squares method. Examples of econometric models describing economic phenomena.

3. Verification of linear models, interpretation of the obtained results.

4. Non-linear models that can be reduced to linear ones.

5. Studying the properties of random deviations (randomness, normality of distribution, unbiasedness, autocorrelation, constancy of variance).

6. Generalized method of least squares. Total differential method. Maximum likelihood method. The method of instrumental variables.

7. Multi-equation models. Econometric forecasting.

Metody kształcenia

Construction of econometric models and their verification on the basis of economic data, real economic data from the EUROSTAT database, BDL GUS and enterprises. Conventional lecture, case study, solving problems and tasks by students, discussion.

Efekty uczenia się i metody weryfikacji osiągania efektów uczenia się

Opis efektu	Symbole efektów	Metody weryfikacji	Forma zajęć

Warunki zaliczenia

1.Activity in class. Evaluation of students' preparation by solving selected tasks, problems and case studies.

2. Colloquium and exam with tasks of varying difficulty, closed and open questions.

Literatura podstawowa

1. J. M. Woolrigde, Introductory Econometrics. A Modern Approach. Third Edition, Michigan State University,Thomson, South-Western 2006.

Literatura uzupełniająca

Materials prepared by the lecturer

Uwagi

Zmodyfikowane przez dr inż. Anna Łobos (ostatnia modyfikacja: 25-05-2023 10:45)