Winter Semester 2012/13
Winter Semester 2016/17
Winter Semester 2017/18
Winter Semester 2018/19
Winter Semester 2019/20
Winter Semester 2020/21
Winter Semester 2021/22
Winter Semester 2022/23
Winter Semester 2023/24
Winter Semester 2024/25
Bases of Econometrics KS05516
Course contents:
Basic concepts in econometrics, econometric modeling stages. The method of least squares as the basic method of estimating an econometric model - properties and assumptions. Verification of the model: content and statistical: the coefficient of determination, the problem of collinearity, the test of significance of model parameters, the verification of the assumptions of the OLS. Evading assumptions for OLS - tests. The use of econometric models: verification of the theory of economic forecasting. Nonlinear econometric models.
(in Polish) E-learning
(in Polish) Rodzaj przedmiotu
Course coordinators
Term 2016Z: | Term 2017Z: | Term 2023Z: | Term 2022Z: | Term 2018Z: | Term 2012Z: | Term 2020Z: | Term 2021Z: | Term 2019Z: |
Bibliography
1. Górecki R. B. Ekonometria :podstawy teorii i praktyki, Warszawa : Wydaw. Key Text, 2010.
2. Maddala, G.S., Ekonometria, Wydawnictwo Naukowe PWN, Warszawa 2006, 2008.
3. Borkowski B., Dudek H., Szczesny W., Ekonometria. Wybrane zagadnienia, Wydawnictwo Naukowe PWN, Warszawa 2003,2007
4. Goryl A., Jędrzejczak Z. i inni, Wprowadzenie do ekonometrii w przykładach i zadaniach, PWN, Warszawa 2007