Infopaket

Applied Econometrics

ОК 1.8

Обов’язкова дисципліна для ОП

Second

2021/2022

3 Semester

4

PLO 8. Use specialized software and information systems to solve management problems of the organization. PLO 14. Build and research conceptual, mathematical and computer models of objects and processes in the field of management.

Full-time form

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

Content module 1. "Analysis and construction of regression models", which considers the model of multiple linear regressions, nonlinear regression model, linear regression models with heteroskedatic and autocorrelated residues, models with lag variables. Content module 2. "Econometrics of time series. Models with discrete and limited dependent variables. Models with panel data ", which discusses the basic concepts of time series theory, vector model of autoregression, vector model of error correction, models with discrete and limited dependent variables, models with panel data.

1. Greene W.H. Есоnometric Analysis. Eighth edition. Pearson India, 2018. 2. Bailey Michael. Real Econometrics: The Right Tools to Answer Important Questions 2nd Edition, Oxford University Press; 2nd edition, 2019, 656p. 3. Studenmund A. H. Using Econometrics: A Practical Guide, 6th edition. - Addison-Wesley, 2010. - 648p. 4. Wooldridge Jeffrey M. Econometric Analysis of Cross Section and Panel Data, 2nd edition. - MIT Press, 2010. - 1096p. 5. Hayashi F. Econometrics. - Princeton University Press, 2000. - 690p. 6. Colin Cameron A., Trivedi Pravin K. Microeconometrics: Methods and Applications, Cambridge University Press, 2005. - 1056p.

Problem-oriented learning: lectures, laboratory classes, consultations, independent work

Semester assessment: 1. Calculation tasks (LO 1.1-1.4) - 20 points / 12 points; 2. Modular test (LO 1.1-1.4) - 20 points / 12 points; 3. Independent analytical work - calculated individual task (LO 1.1-1.4; 2.1-2.4) - 20 points / 12 points. Final assessment in the form of an exam.

Ukrainian