Infopaket

Econometrics

ОК 1.15

Обов’язкова дисципліна для ОП

First

2021/2022

7 Semester

4

PLO 5. To apply analytical and methodical tools for substantiating proposals and making managerial decisions by various economic agents (individuals, households, enterprises and government authorities). PLO 8. To apply appropriate economic and mathematical methods and models for solving economic problems in the field of economics and economic policy.

Full-time form

1. Know: basics of higher mathematics, probability theory. 2. Be able to: use Excel software

The purpose of the discipline is to acquaint students with research methods, is methods of verification, substantiation, evaluation of quantitative patterns and qualitative statements (hypotheses) in micro- and macroeconomics based on the analysis of statistical data. The knowledge acquired by students while studying econometrics is widely used in management, marketing, finance and more. The curriculum consists of the following content modules: 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. 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. Castle J. L., Hendry D. F. Modelling our Changing World, 2019. – 142 p. 2. Dougherty Ch., Introduction to Econometrics, Oxford University Press, Fifth Edition, 2016. 3. Kumar K. N. R. ECONOMETRICS. CRC Press. 2020. – 926 p. 4. Stock J.H., Watson M. W. Introduction to Econometrics. FOURTH EDITION. GLOBAL EDITION. Pearson Education Limited 2020. – 801 p. 5. Грін В.Г. Економетричний аналіз: Підручник / Анатолій Олійник (пер.з англ.), Руслан Ткачук (пер.з англ.). —К. : Видавництво Соломії Павличко "Основи", 2005. —1197с.

Lection, practics, project

Test work, self-work, project, final test

Ukrainian