Infopaket

Applied econometrics

ОК 1.4

Обов’язкова дисципліна для ОП

Second

2023/2024

1 Semester

5

PRN08. Justify the choice of the optimal system of taxation of the business entity on the basis of current tax legislation. PRN10. Collect, evaluate and analyze financial and non-financial data to generate relevant information for management decisions. PRN23. Model the application of research methods for the analysis of patterns and trends in the main directions of development of accounting, analysis and audit, taxation

Full-time form

1. Know: the basic concepts of econometric analysis: a model of simple linear regression, multiple linear regression model, autocorrelation, heteroskedasticity, multicollinearity, nonlinear regressions, systems of simulative equations, etc. 2. Have the skills to build models of simple and multiple linear regressions and nonlinear models.

The curriculum consists of two content modules: Content module 1. "Analysis and construction of regression models", which considers the model multiple linear regressions, linear regression models with heteroskedatic and autocorrelated residues. Content module 2. "Models of vector autoregression and error correction. Models with panel data ", which discusses the basic concepts of time series theory, vector model autoregression, vector error correction model, models with panel data.

Lectures, practical classes, independent work

Lectures, practical classes, independent work 1. Calculation tasks (RN 1.1-1.3) - 25 points / 15 points; 2. Independent analytical work - calculated individual task (RN 1.1-1.3; 2.1-2.4) - 50 points / 30 points; 3. Final test (RN 1.1-1.3; 2.1-2.4) - 25 points / 15 points.

Ukrainiane