Applied Econometrics
Informacje ogólne
Kod przedmiotu: | 222051-D |
Kod Erasmus / ISCED: |
11.9
|
Nazwa przedmiotu: | Applied Econometrics |
Jednostka: | Szkoła Główna Handlowa w Warszawie |
Grupy: |
Elective courses for AAB - masters Przedmioty kierunkowe do wyboru SMMD-ADA |
Punkty ECTS i inne: |
3.00 (zmienne w czasie)
|
Język prowadzenia: | angielski |
Efekty uczenia się: |
Wiedza: A student should be acquainted with the main branches of modern econometrics, sources and types of economic data, and assumptions as well as limitations of basic estimation methods. A student should know how to estimate and veryfy a single equation linear econometric model, including significance, multicollinearity, specification, and error term tests. A student should know applications and limitations of nonlinear, limited dependent variable, and panel data models A student should be acquainted with methods of building and evaluating forecasts based on econometric regression models with various types of dependent variables Umiejętności: A student should be able to estimate and interpret results of the following types of econometric models: single equation linear model; binomial qualitative dependent data models; nonlinear models; basic panel data models A student should be able to employ standard methods of statistical validation, including significance (of selected variables and their sub-sets), multicollinearity of explanatory variables, properties of the error term (serial correlation, heteroskedasticity and normality of distribution), and specification of nested and non-nested models A student should be able to build and evaluate forecasts for continuous, qualitative, and limited dependent variables Kompetencje społeczne: A student should exhibit ability of critical appraisal of econometric modeling results A student should exhibit ability of evaluating the reliability of empirical results on the basis of results of published research papers |
Zajęcia w cyklu "Semestr letni 2024/25" (jeszcze nie rozpoczęty)
Okres: | 2025-02-15 - 2025-09-30 |
Przejdź do planu
PN WT ŚR CZ PT |
Typ zajęć: |
Laboratorium, 14 godzin
Wykład, 16 godzin
|
|
Koordynatorzy: | (brak danych) | |
Prowadzący grup: | (brak danych) | |
Lista studentów: | (nie masz dostępu) | |
Zaliczenie: |
Przedmiot -
Ocena
Wykład - Ocena |
|
Skrócony opis: |
See semester study programme. |
|
Pełny opis: |
1. Review and organization of econometric modeling techniques introduced on the undergraduate level. 2. Extending the range of econometric modeling tools towards applications, identifying basic pitfalls in applied econometric analysis, and recognizing main areas of applications of modern econometrics. 3. Introducing econometric software packages and know-how as to practical interpretation of results provided. "Applied Econometrics I" is empirically-oriented; it focuses on practical issues that arise when methods of econometric analysis that are typically offered to undergraduate economics students are applied for real-life phenomena. The course covers applications of basic tools of econometric modeling as well as more advanced techniques, panel data, nonlinear, and qualitative dependent variable models. Choice of applications (empirical analysis examples) is left to the instructor. |
|
Literatura: |
Literatura podstawowa: R.C. Hill, W.E. Griffiths, G.C. Lim, 2012 (4th Edition). Principles of Econometrics, Wiley G. S. Maddala, Kajal Lahiri, 2009 (4th edition). Introduction to Econometrics, Wiley. Literatura uzupełniająca: W.H.Greene, Econometric Analysis, Prentice-Hall 2006; M.Verbeek, A Guide to Modern Econometrics, John Wiley & Sons 2004; |
|
Uwagi: |
Kryteria oceniania: egzamin tradycyjny-pisemny: 50.00% referaty/eseje: 50.00% |
Zajęcia w cyklu "Semestr zimowy 2024/25" (w trakcie)
Okres: | 2024-10-01 - 2025-02-14 |
Przejdź do planu
PN WT ŚR CZ PT |
Typ zajęć: |
Laboratorium, 14 godzin
Wykład, 16 godzin
|
|
Koordynatorzy: | (brak danych) | |
Prowadzący grup: | (brak danych) | |
Lista studentów: | (nie masz dostępu) | |
Zaliczenie: |
Przedmiot -
Ocena
Wykład - Ocena |
|
Skrócony opis: |
See semester study programme. |
|
Pełny opis: |
1. Review and organization of econometric modeling techniques introduced on the undergraduate level. 2. Extending the range of econometric modeling tools towards applications, identifying basic pitfalls in applied econometric analysis, and recognizing main areas of applications of modern econometrics. 3. Introducing econometric software packages and know-how as to practical interpretation of results provided. "Applied Econometrics I" is empirically-oriented; it focuses on practical issues that arise when methods of econometric analysis that are typically offered to undergraduate economics students are applied for real-life phenomena. The course covers applications of basic tools of econometric modeling as well as more advanced techniques, panel data, nonlinear, and qualitative dependent variable models. Choice of applications (empirical analysis examples) is left to the instructor. |
|
Literatura: |
Literatura podstawowa: R.C. Hill, W.E. Griffiths, G.C. Lim, 2012 (4th Edition). Principles of Econometrics, Wiley G. S. Maddala, Kajal Lahiri, 2009 (4th edition). Introduction to Econometrics, Wiley. Literatura uzupełniająca: W.H.Greene, Econometric Analysis, Prentice-Hall 2006; M.Verbeek, A Guide to Modern Econometrics, John Wiley & Sons 2004; |
|
Uwagi: |
Kryteria oceniania: egzamin tradycyjny-pisemny: 50.00% referaty/eseje: 50.00% |
Zajęcia w cyklu "Semestr letni 2023/24" (zakończony)
Okres: | 2024-02-24 - 2024-09-30 |
Przejdź do planu
PN WT ŚR CZ PT |
Typ zajęć: |
Laboratorium, 14 godzin
Wykład, 16 godzin
|
|
Koordynatorzy: | (brak danych) | |
Prowadzący grup: | (brak danych) | |
Lista studentów: | (nie masz dostępu) | |
Zaliczenie: |
Przedmiot -
Ocena
Wykład - Ocena |
|
Skrócony opis: |
See semester study programme. |
|
Pełny opis: |
1. Review and organization of econometric modeling techniques introduced on the undergraduate level. 2. Extending the range of econometric modeling tools towards applications, identifying basic pitfalls in applied econometric analysis, and recognizing main areas of applications of modern econometrics. 3. Introducing econometric software packages and know-how as to practical interpretation of results provided. "Applied Econometrics I" is empirically-oriented; it focuses on practical issues that arise when methods of econometric analysis that are typically offered to undergraduate economics students are applied for real-life phenomena. The course covers applications of basic tools of econometric modeling as well as more advanced techniques, panel data, nonlinear, and qualitative dependent variable models. Choice of applications (empirical analysis examples) is left to the instructor. |
|
Literatura: |
Literatura podstawowa: R.C. Hill, W.E. Griffiths, G.C. Lim, 2012 (4th Edition). Principles of Econometrics, Wiley G. S. Maddala, Kajal Lahiri, 2009 (4th edition). Introduction to Econometrics, Wiley. Literatura uzupełniająca: W.H.Greene, Econometric Analysis, Prentice-Hall 2006; M.Verbeek, A Guide to Modern Econometrics, John Wiley & Sons 2004; |
|
Uwagi: |
Kryteria oceniania: egzamin tradycyjny-pisemny: 50.00% referaty/eseje: 50.00% |
Zajęcia w cyklu "Semestr zimowy 2023/24" (zakończony)
Okres: | 2023-10-01 - 2024-02-23 |
Przejdź do planu
PN WT ŚR CZ PT |
Typ zajęć: |
Laboratorium, 14 godzin
Wykład, 16 godzin
|
|
Koordynatorzy: | (brak danych) | |
Prowadzący grup: | (brak danych) | |
Lista studentów: | (nie masz dostępu) | |
Zaliczenie: |
Przedmiot -
Ocena
Wykład - Ocena |
|
Skrócony opis: |
See semester study programme. |
|
Pełny opis: |
1. Review and organization of econometric modeling techniques introduced on the undergraduate level. 2. Extending the range of econometric modeling tools towards applications, identifying basic pitfalls in applied econometric analysis, and recognizing main areas of applications of modern econometrics. 3. Introducing econometric software packages and know-how as to practical interpretation of results provided. "Applied Econometrics I" is empirically-oriented; it focuses on practical issues that arise when methods of econometric analysis that are typically offered to undergraduate economics students are applied for real-life phenomena. The course covers applications of basic tools of econometric modeling as well as more advanced techniques, panel data, nonlinear, and qualitative dependent variable models. Choice of applications (empirical analysis examples) is left to the instructor. |
|
Literatura: |
Literatura podstawowa: R.C. Hill, W.E. Griffiths, G.C. Lim, 2012 (4th Edition). Principles of Econometrics, Wiley G. S. Maddala, Kajal Lahiri, 2009 (4th edition). Introduction to Econometrics, Wiley. Literatura uzupełniająca: W.H.Greene, Econometric Analysis, Prentice-Hall 2006; M.Verbeek, A Guide to Modern Econometrics, John Wiley & Sons 2004; |
|
Uwagi: |
Kryteria oceniania: egzamin tradycyjny-pisemny: 50.00% referaty/eseje: 50.00% |
Właścicielem praw autorskich jest Szkoła Główna Handlowa w Warszawie.