Szkoła Główna Handlowa w Warszawie - Centralny System Uwierzytelniania
Strona główna

Econometrics 121061-D
Laboratorium (LAB) Semestr letni 2022/23

Informacje o zajęciach (wspólne dla wszystkich grup)

Liczba godzin: 30
Limit miejsc: (brak limitu)
Zakres tematów:

Ex.: Linear regression model. Ordinary least squares method.

Lab.: Use of Gretl software package. Introduction to the linear regression model.

Ex.: Gauss-Markov theorem. Validation and testing of the linear regression model.

Lab.: Selection of explanatory variables, interpretation of model parameters, examination of the statistical significance of model parameters.

Ex.: Autocorrelation and heteroskedasticity of the error term. Multicollinearity of the explanatory variables.

Lab.: Validation of the assumptions of the Gauss-Markov theorem. Testing of the linear regression model.

Ex.: Econometric prediction based on the linear regression models. Examples of the application of linear regression models in economics, finance and management.

Lab.: Testing of the statistical properties of the error term. Introduction to the weighted least squares method.

Ex.: Nonlinear models. Linearized models. Production and consumption functions. Marginal measures. Substitution.

Lab.: Econometric prediction. Point and interval prediction. Mean error of prediction ex ante, errors ex post.

Ex.: Models of qualitative variables. Linear probability model, logit model, probit model.

Lab.: Transformations of variables in econometric models. The use of binary variables.

Ex.: Examples of the application of logistic regression models in economics, finance and management.

Lab.: Models of qualitative variables in the Gretl software package.

Ex.: Introduction to time series. Stationarity of time series. Integration of time series.

Lab.: Logistic regression - model quality assessment.

Ex.: Time series econometrics. Cointegration. Distributed lags models. Error correction model.

Lab.: Time series analysis. Testing the integration of time series in the Gretl software package.

Ex.: Macroeconomic models. Applied general equilibrium models.

Lab.: Time series modeling. Cointegration analysis.

Ex.: Decision problem. Optimization model. Linear optimization problem. Graphical method of solving LP model. Properties of LP models.

Lab.: Econometric nonlinear models. Linearized models.

Ex.: Main types of optimization problems: product mix, diet, transportation problem, investment portfolio etc.

Lab.: Presentation of the Solver from Excel spreadsheet.

Ex.: Post-optimization analysis.

Lab.: Using the Solver from Excel spreadsheet for solving LP models.

Ex.: Modeling of the exemplary decision problems.

Lab.: Post-optimization analysis using Solver from Excel spreadsheet.

Ex.: Examples of the application of optimization in economics, finance and management.

Lab.: Integer optimization problems and examples of decision models with and without constraints.

Grupy zajęciowe

zobacz na planie zajęć

Grupa Termin(y) Prowadzący Akcje
11 każdy wtorek, 9:50 - 11:30, sala 108 komp
Katarzyna Bech-Wysocka szczegóły
12 każdy wtorek, 11:40 - 13:20, sala 108 komp
Bartosz Witkowski szczegóły
Wszystkie zajęcia odbywają się w budynku:
budynek G (główny)
Opisy przedmiotów w USOS i USOSweb są chronione prawem autorskim.
Właścicielem praw autorskich jest Szkoła Główna Handlowa w Warszawie.
al. Niepodległości 162
02-554 Warszawa
tel: +48 22 564 60 00 http://www.sgh.waw.pl/
kontakt deklaracja dostępności mapa serwisu USOSweb 7.0.4.0