Course: Econometrics

» List of faculties » EF » KSY
Course title Econometrics
Course code KSY/EKM-E
Organizational form of instruction Lecture
Level of course Master
Year of study not specified
Semester Winter and summer
Number of ECTS credits 6
Language of instruction English
Status of course unspecified
Form of instruction Face-to-face
Work placements Course does not contain work placement
Recommended optional programme components None
Course availability The course is available to visiting students
Lecturer(s)
  • Rozkovec Jiří, Mgr.
Course content
1. Introduction, operational research branches. 2. Mathematical model of linear programming problem. Basic terms of linear programming. 3. One-phase simplex method. 4. Two-phase simplex method. 5. Simplex table, terminations of the algorithm of simplex method. 6. Duality theory. 7. Postoptimization analysis. 8. Integer programming - models. 9. Integer programming - methods. 10. Multiple criteria decision - basic concepts. 11. Multiple criteria decision - weights estimation methods. 12. Multiple criteria optimization. 13. Reserve. 14. Reserve.

Learning activities and teaching methods
Monological explanation (lecture, presentation,briefing)
  • Class attendance - 56 hours per semester
Learning outcomes
The first part of this course provides the participants a basic knowledge about linear programming, duality theory and its application in practice. The second one focuses multi-criteria decission making.
Application of mathematical models (linear programming) and multi-criteria decision making.
Prerequisites
Linear algebra, calculus, PC skills.

Assessment methods and criteria
Written exam

Credit test min. 60%, written exam min. 70%.
Recommended literature
  • BERNDT, E. R. The Practice of Econometrics: Classic and Contemporary. Addison - Wesley. New York 1991.
  • FIALA, P. Modely a metody rozhodování. 1. vyd. Oeconomica. Praha 2003.
  • GREENE,W.H.:. Econometric analysis. Prentice Hall, New Jersey 2000.,.
  • HILLIER, F. S.:. Introduction to Operations Research. McGraw-Hill.. New York, 2014. ISBN 125925318X.
  • HILLIER, F. S., LIEBERMAN, G. J. Introduction to Operations Research. Third Edition. Holden - Day. San Francisco 1979.
  • JABLONSKÝ, J., LAGOVÁ, M. Lineární modely. VŠE Praha. Praha 1999.
  • JABLONSKÝ, J. Operační výzkum. 1. vyd. Professional Publishing. Praha 2002.


Study plans that include the course
Faculty Study plan (Version) Category of Branch/Specialization Recommended year of study Recommended semester