Infopaket

Econometrics

ОК 1.29

Обов’язкова дисципліна для ОП

First

2021/2022

7 Semester

4

PLO 6. Demonstrate skills of search, collection and analysis of information, calculation of indicators to justify management decisions. PLO 16. Demonstrate skills of independent work, flexible thinking, openness to new knowledge, be critical and self-critical.

Full-time form

1. Know: basics of higher mathematics, probability theory. 2. To be able to: use MS Excel.

The program of the study discipline 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 heteroscedastic, autocorrelated residuals, with residuals dependent with regressors, as well as the introduction of 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.

Information and traditional with elements of problem-oriented learning: lectures, laboratory classes, independent work, consultations, case studies, individual calculation assignments, preparation of a group analytical project.

Semester Assessment: 1. Checking homework (LO 1.1.-1.2.; 2.1-2.5) (Min. - 12 points, Max. - 20 points). 2. Module tests (LO 1.1; 2.1-2.3) (Min.-12 points, Max.-10 points). 3. Project Execution (LO 1.1.-1.2., 2.2.-2.5., 3.1., 4.1.) (Min. - 22 points, Max. - 30 points). Final assessment in the form of examination (LO 1.1; 2.1-2.5) - (Min. - 14 points, Max. - 40 points).

Ukrainian