Infopaket

Applied econometrics

ОК 1.4

Обов’язкова дисципліна для ОП

Second

2024/2025

1 Semester

3

PRN 4. Develop socio-economic projects and a system of comprehensive actions for their implementation, taking into account their goals, expected socio-economic consequences, risks, legislative, resource and other restrictions. PRN 9. Make effective decisions under uncertain conditions and requirements that require the use of new approaches, methods and tools of socio-economic and political-economic research. PRN 10. Apply modern information technologies and specialized software in socio-economic and political-economic research and in the management of socio-economic systems. PRN 11. Identify and critically assess the state and trends of socio-economic development, form and analyze models of economic systems and processes PRN 17. Use modern educational and research technologies in the field of economics

1. Successful completion of the course "Econometrics". 2. Knowledge of the theoretical foundations of the courses "Higher Mathematics for Economists (Basic Level)" and "Probability Theory for Economists".

he curriculum of the academic discipline consists of two content modules: Content module 1. "Analysis and construction of regression models", which considers the model of multiple linear regression, the model of nonlinear regression, linear regression models with heteroscedastic and autocorrelated residuals, models with lag variables. Content module 2. "Econometrics of time series and microeconometrics". Models with discrete and limited dependent variables. Models with panel data", which considers the basic concepts of time series theory, vector autoregression model, vector error correction model, models with discrete and limited dependent variables, models with panel data.

Lectures. laboratory work, independent work, tests. Assessment in the form of a final test

1. Survey (PH 1.1-1.4; 2.1-2.2; 3; 4) – 15 points / 9 points; 2. Calculation tasks (PH 1.1-1.4; 2.1-2.4; 4) – 30 points / 18 points; 3. Independent analytical work (PH 1.1-1.4; 2.1-2.4; 3; 4) – 35 points / 21 points; 4. Test work (PH 1.1-1.4; 2.1-2.4; 4) – 20 points / 12 points;

Ukrainian