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
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Learning outcome code/codes
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Course coordinators
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
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