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Lecturer(s)
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Marešová Petra, prof. Ing. Mgr. Ph.D.
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Course content
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Selection of data and their suitability for processing an econometric model Basic steps of econometric analysis Regression and correlation analysis Hypothesis testing, confidence intervals Time series models Applied econometrics
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Learning activities and teaching methods
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unspecified
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Learning outcomes
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Objective of the course is to introduce econometric methods, models and tools and their application in the field of finance, including practical application of the methodology in cross-sectional and temporal data.
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Prerequisites
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SW Gretl
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Assessment methods and criteria
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unspecified
Submission of a seminar work that applies econometric models to 10 pages of the text. The final evaluation of the subject will be done according to the quality of the processed models and the way of their interpretation.
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Recommended literature
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GREENE,W.H.:. Econometric analysis. Prentice Hall, New Jersey 2000.,.
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HAMPEL, D. BLAŠKOVÁ, V. STŘELEC, L. Ekonometrie 2. Brno, Mendelova univerzita v Brně, 2012.
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KMENTA, J. Elements of econometrics. Ann Arbor University of Michigan Press, 2011.
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