# Subject description - AE1M16EKM

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AE1M16EKM Ekonometrie
Roles:V Extent of teaching:2+2c
Department:13116 Language of teaching:EN
Guarantors:  Completion:Z,ZK
Lecturers:  Credits:5
Tutors:  Semester:L

Anotation:

History of Econometrics, econometric models, input-output models, modelling of demand, time series models, production functions, linear regression models, simultaneous equations models, econometric analysis of economic situation

Course outlines:

 1 Characteristics of Econometrics and its History. Econometric Models 2 Input- Output Models 3 Price Calculations and I-O models 4 Demand Models 5 Special Time Series Models 6 Autocorrelation 7 Exponential Smoothing 8 Production Functions 9 Linear Regression Models (LRM) 10 LRM for Forecasting 11 Problems in LRM and their Removal 12 Simultaneous Equations. Double-Stages Least Squares Method 13 Econometric Analysis of Economic Situation 14 Summary

Exercises outline:

 1 Introduction 2 I-O Models - money units 3 I-O Models - natural units 4 Price Calculations in I-O Balance 5 Demand Models 6 Special Time Series Models 7 Autocorrelation.Exponential Smoothing 8 Control Test 9 Linear Regression Models 10 LRM for Forecasting 11 Problems in LRM and their Removal 12 Double-Stages Least Squares Method 13 Econometric Analysis of Economic Situation 14 Conclusion

Literature:

 1 William H. Greene: Econometric Analysis,Oxford University Press,2008 2 Paul A Ruud: Introduction Classical Econometric Theory, Oxford University Press, 2005 3 Peter C.B. Phillips: Econometric Theory, Cambridge Uniersity Press, 2002

Requirements:

https://ekonom.feld.cvut.cz/web/index.php?option=com_content&task=section&id=7&Itemid=236

Subject is included into these academic programs:

 Program Branch Role Recommended semester MEEEM1 Technological Systems V – MEEEM5 Economy and Management of Electrical Engineering V – MEEEM4 Economy and Management of Power Engineering V – MEEEM3 Electrical Power Engineering V – MEEEM2 Electrical Machines, Apparatus and Drives V –

 Page updated 11.8.2020 17:51:51, semester: Z,L/2020-1, L/2019-20, Send comments about the content to the Administrators of the Academic Programs Proposal and Realization: I. Halaška (K336), J. Novák (K336)