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Econometric generalizations of linear regression (heteroscedasticity, serial autocorrelation). Special regression
problems in econometrics (multicollinearity, nonlinear regression, model stability).
Last update: Branda Martin, doc. RNDr., Ph.D. (04.12.2020)
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Students will become familiar with the mathematical principles underlying basic econometric methods and acquire the ability to apply them independently. Last update: Hudecová Šárka, doc. RNDr., Ph.D. (25.08.2026)
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To complete the course, students must obtain course credit for the tutorials and successfully pass the examination.
Course credit:
Two homework assignments and two reviews will be assigned. A total of 10 points can be obtained (4 points for each homework assignment and 1 point for each review). At least 7 points are required to obtain the course credit.
If, after duly submitting all required work, a student obtains fewer than 7 points, they are entitled to revise one of the homework assignments once and one of the reviews once. In such a case, the higher of the scores awarded for the original and revised versions will count.
Examination:
Obtaining the course credit is a prerequisite for taking the examination.
The examination requirements correspond to the course syllabus to the extent covered in the lectures. Students are expected to know all essential definitions, statements, and basic proofs. They are also required to be able to apply the theory to specific examples.
The examination consists of a written and an oral part. Students must successfully pass the written part in order to proceed to the oral part. Both parts must be passed in order to successfully complete the examination. The final grade is based on the results of both parts. If a student fails the oral part, both the written and oral parts must be retaken at the next examination attempt.
The oral part of the examination may also include a discussion of the methods used in solving the homework assignments. Last update: Hudecová Šárka, doc. RNDr., Ph.D. (25.08.2026)
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Green, W.H (2011): Econometric Analysis. Prentice Hall, New Yersey (7. vydání) Wooldridge, J.M. (2020): Introductory Econometrics" A Modern Approach. Cengage, Boston (7. vydání).
Last update: Hudecová Šárka, doc. RNDr., Ph.D. (25.08.2026)
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Lecture + exercises. Last update: Zichová Jitka, RNDr., Dr. (23.05.2022)
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Obtaining the course credit is a prerequisite for taking the examination.
The examination requirements correspond to the course syllabus to the extent covered in the lectures. Students are expected to know all essential definitions, statements, and basic proofs. They are also required to be able to apply the theory to specific examples. The examination consists of a written and an oral part. Students must successfully pass the written part in order to proceed to the oral part. Both parts must be passed in order to successfully complete the examination. The final grade is based on the results of both parts. If a student fails the oral part, both the written and oral parts must be retaken at the next examination attempt. The oral part of the examination may also include a discussion of the methods used in solving the homework assignments.
Last update: Hudecová Šárka, doc. RNDr., Ph.D. (25.08.2026)
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I. Summary of linear regression. II. Regression for heteroscedastic data. III. Time series regression.
Last update: Hudecová Šárka, doc. RNDr., Ph.D. (25.08.2026)
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Basic knowledge of mathematical statistics and linear regression. Ability to solve numerically practical projects in R system.
Last update: Hudecová Šárka, doc. RNDr., Ph.D. (16.09.2025)
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