Infopaket

Econometrics

ОК 15

Обов’язкова дисципліна для ОП

First

2021/2022

5 Semester

5

PLO 8. Apply appropriate economic-mathematical methods and models to solve economic problems. PLO 12. Apply the acquired theoretical knowledge to solve practical tasks and meaningfully interpret the obtained results. PLO25. Apply appropriate mathematical methods for the analysis of economic phenomena in terms of fundamental principles and knowledge of economics. PLO26. Understand and skillfully use mathematical and numerical methods often used in economic research. PLO27. Use appropriate software (programming languages, packages) for economic and mathematical research. PLO28. Interpret and manage economic data, find information about the generation, structure and meaning of economic data, analyze data sources.

Full-time form

Successful mastering of courses: "Mathematics for Economists (basic level)", "Probability Theory", "Computer Science", "Economic Theory", "Microeconomics", "Macroeconomics".

The curriculum consists of two content modules: Content module 1. "Construction of econometric models". The module deals with the construction and evaluation of simple linear regression, multiple regression, their characteristics, the ability to calculate forecasts. Content module 2. "Analysis of econometric models". The module deals with the evaluation of models with heteroskedastic, autocorrelated residues, with regressor-dependent residues, as well as the introduction to time series.

1. Box G. And Jenkins G. Time Series Analysis: Forecasting and Control. San Francisco, Holden-Day. – 1976. 2. Castle J. L., Hendry D. F. Modelling our Changing World, 2019. – 142 p. 3. Dougherty Ch., Introduction to Econometrics, Oxford University Press, Fifth Edition, 2016. 4. Kumar K. N. R. ECONOMETRICS. CRC Press. 2020. – 926 p. 5. Stock J.H., Watson M. W. Introduction to Econometrics. FOURTH EDITION. GLOBAL EDITION. Pearson Education Limited 2020. – 801 p.

Lectures, practical classes, independent work.

Semester assessment: 1. Survey and problem solving (Min. - 12 points, Max. - 20 points). 2. Modular tests (Min. - 24 points, Max.-40 points). Final assessment in the form of an exam (Min. - 24 points, Max. - 40 points).

Ukrainian