Econometrics WSE-EK-EKNM
1. Introduction to econometrics - origin and subject of econometrics, main goals of econometric research, dependent variables and explanatory variables.
2. Stages of creating an econometric model.
3. Estimation of structural parameters of single-equation models. Classical least squares method. Properties of the estimators.
4. Model verification. The essence of economic and statistical verification. Global measures of model fit: convergence and multiple correlation coefficients; variance of the random component and its estimator. Average errors in the assessment of structural parameters. Testing the significance of explanatory variables. Random component testing.
(in Polish) Dyscyplina naukowa, do której odnoszą się efekty uczenia się
(in Polish) E-Learning
Term 2023/24_Z: (in Polish) E-Learning | Term 2021/22_Z: (in Polish) E-Learning (pełny kurs) z podziałem na grupy | Term 2022/23_Z: (in Polish) E-Learning |
(in Polish) Grupa przedmiotów ogólnouczenianych
Subject level
Learning outcome code/codes
Type of subject
Preliminary Requirements
Course coordinators
Term 2025/26_L: | Term 2023/24_Z: | Term 2024/25_Z: | Term 2021/22_Z: | Term 2022/23_Z: |
Learning outcomes
K_W05 knows the tools used for selected types of economic research and knows what purposes they serve. S1A_W06
K_W04 knows selected latest scientific achievements related to economic theory and selected issues in the field of applied economics S1A_W01
K_W01 has basic general knowledge in the field of economics and related sciences and their place in the system of social sciences and relations to other sciences S1A_W01
K_W02 Has basic knowledge of microeconomics and macroeconomics at a basic level S1A_W01
Skills:
K_U03 is able to use sources of economic data and methods of their analysis and critically analyze the method of obtaining them using normative systems and selected legal, professional and moral norms and rules related to the field of study S1A_U01
S1A_U02
S1A_U03
S1A_U05
S1A_U06
S1A_U07
K_U04 is able to interpret economic data and social phenomena in the scope of fields of science and scientific disciplines appropriate for the field of study S1A_U01
S1A_U03
S1A_U07
S1A_U08
K_U05 is able to perceive economic problems taking into account many socio-economic conditions and forecast social processes and phenomena using standard methods and tools in the fields and disciplines appropriate for the field of study S1A_U04
K_U10 is able to interpret economic reality and the mechanisms of its functioning S1A_U06
S1A_U07
K_U11 is able to practically use economic information and process it for the needs of economic and social activities S1A_U06
S1A_U07
Assessment criteria
Group project (70%) + individual oral questions during its presentation; activity during classes (20%); attendance (10%) during classes. The final grade is a weighted average of grades from the project, activity during classes (20%) and attendance (10%) during classes.
Bibliography
1. G.S. Maddala, Econometrics, PWN Scientific Publishing House, Warsaw 2008
2. M. Piłatowska (ed.), Econometrics for practice, PTE, Torun 2012
3. A. Welfe, Econometrics, PWE, Warsaw 2003
4. J.W. Wiśniewski, Entrepreneur's decision-making instruments. Applied econometrics, GRAVIS Publishing Institute, Torun 2002
5. J.W. Wiśniewski, Correlation and regression of economic qualitative features, LAP LAMBERT Academic Publishing, Saarbrücken 2013
6. J.W. Wiśniewski, Microeconometrics in Business Management, John Wiley & Sons, Chichester 2016
Additional information
Additional information (registration calendar, class conductors, localization and schedules of classes), might be available in the USOSweb system: