Infopaket

Applied econometrics

ОК 4

Обов’язкова дисципліна для ОП

Second

2023/2024

1 Semester

7

PLO1. Articulate, analyze and synthesize solutions of scientific and practical problems. PLO8. Choose effective methods for managing economic activity, justify the proposed solutions based on relevant data, scientific and applied research. PLO10. Apply modern information technologies and specialized software in socio-economic research and in the management of socio-economic systems. PLO12. Justify management decisions for effective business development, taking into account goals, resources, constraints and risks. PLO14. Develop scenarios and strategies for the development of socio-economic systems. PLO16. Plan and perform scientific and/or applied research, make reasonable conclusions on the results of research, present the results, and reason their opinions. PLO20. Identify and critically assess the state and trends of socio-economic development and apply them to the formation of new models of economic systems and processes.

Full-time form

1. Successful completion of the "Econometrics" course. 2. Knowledge of the theoretical foundations of the courses "Higher mathematics for economists (basic level)" and "Probability theory for economists".

The program of the academic discipline consists of two content modules: Content module 1. "Analysis and construction of regression models", in which the model is considered multiple linear regression, nonlinear regression model, linear regression model with heteroskedastic and autocorrelated residuals, models with lag variables. Content module 2. "Econometrics of time series and microeconometrics." Models with discrete and limited dependent variables. Panel Data Models,” in which the basic concepts of time series theory, vector autoregression model, vector model are considered error correction model, models with discrete and limited dependent variables, models with panel data.

1. Економетрика: підручник/О.І.Черняк, О.В.Комашко, А.В.Ставицький, О.В. Баженова; за ред. О.І.Черняка. – К.: Видавничо-поліграфічний центр «Київський університет», 2010. – 359с. 2. Wooldridge J.M. Introductory Econometrics: A Modern Approach. 7edition. Cengage Learning, 2019. –816р. 3. Hill C., Griffiths W.E., Lim G.C. Principles of Econometrics. - 5th edition. - Wiley, 2018. – 918 p. 4. Stock J. H. and Watson M. W. Introduction to Econometrics. 4th edition, Addison-Wesley, 2018 - 800p. 5. Баженова О.В. Навчально-методичний комплекс з курсу «Прикладна економетрика». – К.: Видавництво «Сталь», 2013. – 116с. 6. Gujarati D. Econometrics by Example, Palgrave Macmillan, 2014 - 496p. 7. Лук’яненко І.Г., Городніченко Ю.О. Сучасні економетричні методи у фінансах. Навчальний посібник. – К.: Літера ЛТД, 2002. – 352с.

Lecture, laboratory class

1. Questioning and solving problems (RN 1.1-1.5; 2.1-2.2; 4.1-4.2) – 20 points / 12 points; 2. Modular control work (2 MKR, 20 points max. each) (PH 1.1-1.5; 2.1-2.2; 4.1-4.2) – 40 points / 24 points; - final evaluation in the form of an exam

Ukrainian