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Lecturer(s)
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Mrkvička Tomáš, prof. RNDr. Ph.D.
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Klicnarová Jana, doc. RNDr. Ph.D.
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Course content
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Content of the subject: Modern methods of time series analysis. Analysis of main components. Cluster analysis methods, discriminant analysis and multidimensional analysis of variance. Econometric models. Classical model of linear regression and its generalization, violation of assumptions, heteroskedasticity, autocorrelation. Special models of linear regression - discrete models, logistic and Poisson regression. Multi-equation models of linear regression, structural and reduced shape, model identification. Application of econometric models in practice.
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Learning activities and teaching methods
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unspecified
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Learning outcomes
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The aim of the course is to deepen and expand students' knowledge in the use of mathematical and statistical methods in economics and management and in creating forecasts in microeconomic models. Students will learn to apply these methods to issues related to their scientific work. Emphasis is placed especially on the correct interpretation of the obtained results.
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Prerequisites
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unspecified
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Assessment methods and criteria
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Oral examination
Elaboration of a seminar project in connection with the topic of the dissertation. The output is a description of the statistical methodology and a solved example from the given area, which relates to the topic of the dissertation. The text is up to 20 pages long. Požadavky ke zkoušce: Defending a seminar project. During the exam, the student will present the submitted project, which will be discussed. This will be followed by a test of knowledge from the specified area of statistics.
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Recommended literature
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Electronic Statistics Textbook.
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Cipra, T. Finanční ekonometrie. Praha: Ekopress, 2014. ISBN 978-80-86929-93-4.
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Crawley, M. J. The R book. New Jersey: J. Wiley & Sons, 2013.
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Davidson, J. W. An introduction to econometric theory. New Jersey: John Wiley and sons, 2018.
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Freeman, J., Shoesmith, E., Sweeney, D., Anderson, D., Williams, T. Statistics for Business and Economics. Cengage, 2017.
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Manly, B. F. J., Alberto, J. A. N. Multivariate Statistical Methods: A primer. London: Chapman and Hall, 2016.
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Meloun, M. Statistická analýza vícerozměrných dat v příkladech. Praha: Academia, 2012.
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Wooldridge, J.M. Introductory Econometrics: A Modern Approach. South-Western College pub, 2009.
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