Advanced Econometrics
Informacje ogólne
Kod przedmiotu: | 315011-D |
Kod Erasmus / ISCED: | (brak danych) / (brak danych) |
Nazwa przedmiotu: | Advanced Econometrics |
Jednostka: | Szkoła Główna Handlowa w Warszawie |
Grupy: | |
Punkty ECTS i inne: |
(brak)
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Język prowadzenia: | angielski |
Skrócony opis: |
See semester study programme. |
Pełny opis: |
The aim of the lecture is to teach students so that they are able: 1. to use econometric modelling tools in estimating the strength and direction of economic relationships, 2. to use time-series models in analyzing the dynamic response of the economy to structural shocks, 3. to use time-series models in macroeconomic forecasting, 4. to evaluate the quality of economic forecasts, 5. to work with advanced econometric software packages (e.g. R-project), 6. to conduct an econometric research project. |
Literatura: |
Literatura podstawowa: 1. R.C. Hill, W.E. Griffiths, G.C. Lim, 2012. Principles of Econometrics, Wiley ; 2. W.H.Greene, 2006. Econometric Analysis, Prentice-Hall. 3. Alistair Dieppe, Romain Legrand and Björn van Roye, 2016. The BEAR toolbox, ECB WP 1934 Literatura uzupełniająca: 1. Ca' Zorzi M., Kolasa M., Rubaszek M., 2017. Exchange rate forecasting with DSGE models, Journal of International Economics 107: 127-146 |
Efekty uczenia się: |
Wiedza: The students will know how to estimate and veryfy an econometric model The students will know how to estimate panel data model The students will know how to estimate VAR models The students will know how to conduct and evaluate the quality of econometric forecast Umiejętności: The students will be able to estimate and veryfy an econometric model The students will be able to estimate panel data model The students will be able to estimate VAR models The students will be able to conduct and evaluate the quality of econometric forecast Kompetencje społeczne: Students should have improved team-working and presentation skills Students should have improved their understending of the significance of economics for human development |
Metody i kryteria oceniania: |
referaty/eseje: 100.00% |
Właścicielem praw autorskich jest Szkoła Główna Handlowa w Warszawie.