Econometrics WSE-EKN-EKNM
1. Introduction to econometrics - the origins and subject of econometrics, the place of econometrics in new information technologies, the main goals of econometric research, explained variables and explanatory variables.
2. Stages of building an econometric model.
3. Estimation of structural parameters of single-equation models. Classical least squares method (CLM). Conditions of applicability of CLM. Properties of CLM estimators.
4. Model verification. The essence of economic and statistical verification. Global measures of model fit: coefficients of convergence and multiple correlation; variance of the random component and its estimator. Mean errors of estimates 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 (pełny kurs) z podziałem na grupy | Term 2021/22_Z: (in Polish) E-Learning (pełny kurs) z podziałem na grupy | Term 2022/23_Z: (in Polish) E-Learning (pełny kurs) |
(in Polish) Grupa przedmiotów ogólnouczenianych
(in Polish) Opis nakładu pracy studenta w ECTS
Subject level
Learning outcome code/codes
Type of subject
Preliminary Requirements
Course coordinators
Term 2023/24_Z: | Term 2024/25_Z: | Term 2022/23_Z: | Term 2021/22_Z: |
Learning outcomes
K_W05 knows the tools used for selected types of economic research and knows what purposes they are used for (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 of economics and related sciences and their place in the system of social sciences and their 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 way they were obtained, 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 within the scope of scientific fields and disciplines appropriate to 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 within the scope of fields and disciplines appropriate to 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
Assessment methods and criteria: assessment of a project prepared by a small group of students (50%)
final exam (50%).
Bibliography
Mandatory:
1. "Ekonometria dla początkujących. Przykłady i zadania" - Bogumił Kamiński, Paweł Kulpaka, Wydawnictwo: CeDeWu, 2022
2. "Ekonometria. Metody i ich zastosowanie" - Mirosław Polskie Wydawnictwo Ekonomiczne (PWE), 2019
3. "Ekonometria. Proste wprowadzenie" - Katarzyna Kopczewska
Wydawnictwo: CeDeWu, 2021
Complementary:
1. "Podstawy ekonometrii w przykładach i zadaniach" - Agata Górka, Mateusz Pipień, Uniwersytetu Ekonomicznego w Krakowie, 2020
2. "Ekonometria dla praktyków" - Michał Greszta, Marcin Kolasa, Michał Rubaszek, CeDeWu, 2021
3. T. Kufel "Ekonometria. Rozwiązywanie problemów z wykorzystaniem programu GRETL", PWN, 2007.
Additional information
Additional information (registration calendar, class conductors, localization and schedules of classes), might be available in the USOSweb system: