Applied Econometrics
Course: International Economics
Structural unit: Faculty of Economics
Title
Applied Econometrics
Code
1.04
Module type
Обов’язкова дисципліна для ОП
Educational cycle
Second
Year of study when the component is delivered
2021/2022
Semester/trimester when the component is delivered
2 Semester
Number of ECTS credits allocated
4
Learning outcomes
PRN8. Collect, process and analyze
statistical data, scientific and analytical materials,
necessary for the solution of complex
economic tasks.
PRN9. Make effective decisions for
uncertain conditions and requirements that require
application of new approaches, methods and
socio-economic tools
of research
PRN10. Apply modern information
technologies and specialized software
social and economic provision
research and management
socioeconomic systems
Form of study
Prerequisites and co-requisites
- to know: the basic principles of the functioning of the economy at the micro- and macro-level; basics of mathematics for economists and probability theory; principles of academic integrity;
- be able to: calculate economic indicators, process statistical data, analyze; primary information;
- have: skills in using MicrosoftOfficeWord, MicrosoftOfficeExcel; Eviews; build simple econometric models.
Course content
The program of the academic discipline consists of the following content modules:
Content module 1 "Generalization of the multiple regression model" - generalization of the multiple regression model. The module covers construction and analysis, multiple regression, distributed lag models, and time series econometrics.
Content module 2 "Analysis of econometric models" - microeconometrics models and models for panel data. The module examines the estimation and application of discrete and limited dependent variable models and regression models for panel data.
Recommended or required reading and other learning resources/tools
1. Kumar K. N. R. ECONOMETRICS. CRC Press. 2020. – 926 p.
2. Stock J.H., Watson M.W. Introduction to Econometrics. FOURTH EDITION. GLOBAL EDITION. Pearson Education Limited 2020. - 801 p.
3. Green V.G. Econometric analysis: Textbook / Anatolii Oliynyk (trans. Eng.), Ruslan Tkachuk (trans. Eng.). K.: Publishing House of Solomia Pavlychko "Osnovy", 2005. – 1197p.
4. Chernyak O.I. Workshop on econometrics: teacher. study guide economy special higher education institutions / O.I. Chernyak, G.O. Kharlamova, N.V. Slushenko; Kyiv. national University named after T. Shevchenko. K.: Kyiv University, 2013. – 183 p.
Planned learning activities and teaching methods
Lectures, laboratory sessions, project
Assessment methods and criteria
Checking of independent tasks (Min. - 20 points, Max. - 35 points).
2. Modular control works (Min. - 5 points, Max. - 10 points).
3. Implementation of the project (Min. - 20 points, Max. - 30 points).
Language of instruction
English
Lecturers
This discipline is taught by the following teachers
Ganna
Oleksiivna
Kharlamova
Department of Economic Cybernetics
Faculty of Economics
Faculty of Economics
Departments
The following departments are involved in teaching the above discipline
Department of Economic Cybernetics
Faculty of Economics