Winter Semester 2011/12
Bases of Econometrics LS05516
Course content:
The concept and types of models.Rodzaje variables in the models. Estimation of model parameters by OLS. Verification of substantive and statistical model. Prediction on the basis of an econometric model.
Learning outcomes:
The student should distinguish between types of econometric models and the variables of the model. Ability to build, verification and prediction on the basis of an econometric model.
(in Polish) Rodzaj przedmiotu
Course coordinators
Bibliography
a) basic references:
Ekonometria /pod red. Marka Gruszczyńskiego i Marii Podgórskiej. Warszawa : Szkoła Główna Handlowa, 2007.
E. Nowak, Zarys metod ekonometrii, PWN, Warszawa 1997
A. Welfe (red.), Ekonometria. Zbiór zadań., PWE, Warszawa 2003
R.J. Grabowski, Ekonometria w zarysie, WSFiZ w Białymstoku, Białystok 2002
b) supplementary references:
Ekonometria /G.S. Maddala ; tł. [z ang.]. Warszawa : Wydaw. Naukowe PWN, 2006