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Course, academic year 2024/2025
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Elementary econometrics - MD360P51
Title: Základy ekonometrie
Czech title: Základy ekonometrie
Guaranteed by: Department of Demography and Geodemography (31-360)
Faculty: Faculty of Science
Actual: from 2024
Semester: winter
E-Credits: 3
Examination process: winter s.:
Hours per week, examination: winter s.:2/1, C [HT]
Capacity: 16
Min. number of students: 5
4EU+: no
Virtual mobility / capacity: no
State of the course: taught
Language: Czech
Level: specialized
Note: enabled for web enrollment
the course is taught as cyclical
Guarantor: RNDr. Klára Hulíková Tesárková, Ph.D.
Teacher(s): RNDr. Klára Hulíková Tesárková, Ph.D.
Annotation -
The aim of the course is to introduce the basic idea of econometrics as a field of study to students and to present basic methods and techniques of work with econometric models. Students are supposed to get a picture of the principles of the method of ordinary least squares, to find some possible ways of application of the econometric analysis in demography. In the course, MS Excel and SAS Software are used.

The course is intended for graduates of the SAS Applications in Demography I course or follow-up courses, parallel study of the SAS Applications in Demography I course is also possible.


In case of small number of enrolments, the course may not be taught. However, it is taught at least once every two academic years.

Information on options and tools for self-study or for a combined form of study:
- Moodle tools are ready and available, Google Meet, Zoom, and MS Teams platforms can be used for possible online consultations.
- Materials are shared in the Moodle environment, possibly by sharing Google Disc folders.
- Students mainly have at their disposal teaching and demonstration videos containing both a basic explanation of the topic and an explanation and procedure for solving model examples. This allows you to work at your own pace and also to return to topics already discussed. In addition, brief texts, links to online resources, presentations, and solved and unsolved examples are provided for study. Live online webinars are organized for the combined form of study, during which specifics will be added to the pre-supplied teaching video, problems will be explained, other procedures will be demonstrated live, and students can consult about their procedures and solutions. In the combined form of study, this tool will also be used for consultations or if the students need it.
- Any changes during the semester forced by serious circumstances will be discussed with the students and possibly will be communicated to the students in time with an explanation (the email registered in SIS and the discussion forum in Moodle are primarily used).

Lectures and exercises are available to students in the combined form during the semester together with full-time study students (pay attention only to the dates when face-to-face teaching will not take place). Students in the present form of study can use online tools and materials primarily intended for the combined form of study without restrictions during the semester.


Detailed and up-to-date information on the course and teaching - see Moodle

Please note that in the academic year 2024/25 classes do not start until 7 October, please use the first week of classes (30 September) to log in to the course on Moodle and study the course requirements and other materials (Moodle will be updated on 30 September, if you enroll earlier you may have to do so again. Please do not consider the information in Moodle to be up-to-date before 30 September, it relates to the academic year 2023/24!)



Last update: Hulíková Tesárková Klára, RNDr., Ph.D. (24.09.2024)
Literature -

Sources:

Materials in Moodle

+

The most important:

GUJARATI, D.N., PORTER, D.C. 2010. Essentials of Econometrics. McGraw-Hill International Edition, 2010, 4th edition. ISBN 978-007-127607-8. - Je dostupné v Geografické knihovně PřF UK

Other:

KOČENDA, Evžen, ČERNÝ, Alexandr. Elements of Time Series Econometrics : An Applied Approach. 1st edition. Praha : Karolinum Press, 2007. 226 s. ISBN 978-80-246-1370-3.

ARLT, Josef. 1999. Moderní metody modelování ekonomických časových řad. 1. vyd. Praha : Grada Publishing, spol. s r.o., 1999. 312 s. ISBN 80-7169-539-4.

 

and other...:

HUŠEK, Roman. 1997. Základy ekonometrické analýzy I. : Modely a metody. 1. vyd. Praha : Vysoká škola ekonomická v Praze, 1997. 225 s. ISBN 80-7079-102-0.

HUŠEK, Roman. 1999. Ekonometrická analýza. 1. vyd. Praha : EKOPRESS, s.r.o., 1999. 303 s. ISBN 80-86119-19-X.

KOŘENÁŘ, Václav. 2002. Stochastické procesy. 1. vyd. Praha : Vysoká škola ekonomická v Praze, 2002. 228 s. ISBN 80-245-0311-5.

Last update: Hulíková Tesárková Klára, RNDr., Ph.D. (05.10.2021)
Requirements to the exam -

Credit will be awarded for
- activity during the semester (in class, on Moodle)
- completion of a homework assignment (may be divided into several parts)

An overview of ongoing performance will be available in Moodle

For more information - see Moodle

Last update: Hulíková Tesárková Klára, RNDr., Ph.D. (29.08.2024)
Syllabus -

1) Principles and methods of econometrics

2-5) Classical model of linear regression, the principle of the least square method (based on previous courses)

6-7) Special approaches to linear regression - dummy variables, types of regression, SAS software usage

8-10) Other analytical and statistical approaches for demography and related disciplines - survival analysis, logistic regression, propensity score matching (main principles)

11-12) Time-series analysis - decomposition of the time series, analysis of seasonality

Last update: Hulíková Tesárková Klára, RNDr., Ph.D. (29.08.2024)
 
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