1. SylabUZ
2. Wydział Matematyki, Informatyki i Ekonometrii
3. semestr zimowy 2022/2023
4. Mathematics - pierwszego stopnia z tyt. licencjata
5. Econometrics

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Econometrics - opis przedmiotu

Cel przedmiotu

To familiarize the student with basic analysis methods in linear regression models.

Wymagania wstępne

Zapisz zmiany

The student is required to have knowledge of linear algebra, probability and statistics
mathematics.

Zakres tematyczny

Lecture/Class/Laboratory
1. The concept of an econometric model. Classification of econometric models.
2. Graphical presentation of the idea of the least squares method on the example of a single-equation model
linear with one explanatory variable.
3. Classic linear model with many explanatory variables and its matrix form. Estimation
the least squares (LSM) method of the vector of structural parameters of this model.
4. Assumptions of the linear econometric model. Expected value and vector covariance matrix
random. Total distribution of the explained variable.
5. Properties of the LSM  estimator. . Gauss-Markov theorems. Unbiased component variance estimator
random.
6. Assessment of the fit of the linear model to the data.
7. Interval estimation of linear model parameters.

Metody kształcenia

Part of a lecture is presented on slides, and some in the traditional form (e.g. derivation of some results, proofs and examples). Class - solving problems and exercises given respectively earlier. Laboratory - using the statistical package (e.g. R-project) to analysis data.

Efekty uczenia się i metody weryfikacji osiągania efektów uczenia się

Opis efektu	Symbole efektów	Metody weryfikacji	Forma zajęć

Warunki zaliczenia

Lecture grade based on exam. The grade for the exercises is based on the results from the test and activity during classes. The laboratory grade is based on tests that determine the degree of mastery of statistical tools and the ability to draw correct conclusions based on the obtained analysis results.

The final grade for the course consists of the grade for the exercises (35%), the grade for the laboratory (35%) and the grade for the exam (30%). The condition for taking the exam is a positive grade from the exercises and a positive grade from the laboratory. The condition for passing the course is obtaining positive grades for: exercises, laboratory and lecture.

Literatura podstawowa

1. A. S. Goldberger, Econometric Theory, Wiley, New York 1964.

2. J. Faraway, Linear Models with R, Chapman & Hall/CRC Texts in Statistical Science, Boca Raton Florida 2005. 

3. G. S. Maddala, Introduction to Econometrics. 2nd Edition, Macmillan Publishing Company, New York 1992.

4.. W. H. Greene  Econometric Analysis, Prentice Hall, Inc., New Jersey 2000.

5. G. A. F. Seber. Linear regression Analysis. John Wiley&Sons, New York 1977.

 

 

Literatura uzupełniająca

1. Varian H.Microeconomic Analysis. Norton, New York-London 1992.

Uwagi

Zmodyfikowane przez dr hab. Stefan Zontek, prof. UZ (ostatnia modyfikacja: 01-02-2024 21:43)