Infopaket

Econometrics

ОК 15

Обов’язкова дисципліна для ОП

First

2021/2022

7 Semester

5

PLO8.Apply appropriate economic and mathematical methods and models for solving economic problems PLO10.Analyze the functioning and development of economic entities, to identify functional areas, to calculate relevant indicators that characterize the performance of their activities PLO12.Apply the acquired theoretical knowledge to solve practical problems and interpret the obtained results in a meaningful way.

1. Know: the basics of higher mathematics, probability theory. 2. Be able to: use Excel.

The program of the academic discipline consists of the following content modules: 1. Construction of econometric models. The module deals with the construction and assessment of simple linear regression, multiple regression, their characteristics, and the possibility of calculating forecasts. 2. Analysis of econometric models. The module deals with estimation of models with heteroskedastic, autocorrelated residuals, with dependent residuals with regressors, as well as an introduction to time series.

1. Chernyak O.I., Stavytskyi A.V. Dynamic econometrics. - K., 2000, 120 p. 2. G.O. Kharlamova Econometrics for students majoring in 7.03050801 "Finance and credit": NMK. K.: VOC "Kyiv University", 2014 3. 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. – Kyiv: Kyiv University, 2013. – 183 p 4. Kharlamova G.O., Stavytskyi A.V., Melnyk R.A. Financial Management: Education. manual. Kyiv, AgrarMedia Group, 2021. – 182 p.

Lectures, laboratory sessions, project

1. Calculation tasks (Min. - 12 points, Max. - 20 points). 2. Modular test papers (Min. – 12 points, Max. – 10 points). 3. Implementation of the project (Min. - 12 points, Max. - 30 points). - final evaluation in the form of an exam – 40 points.

Ukrainian