English

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Students will be evaluated on the basis of an individual written term paper (50 points); their theoretical knowledge will be tested in the discussion within an oral exam (50 points). Students must achieve 70 points for successful completion of the course.

The course contents include identification and solution of econometric problems in the field of analysis of time series and cross-sectional data. Students will deepen their knowledge of the use of econometric methods in modelling, estimating, analysing and predicting economic phenomena, thus creating preconditions for sound economic decision-making (especially in the corporate sphere).
Course content:
· Introduction to econometrics and data processing; non-technical introduction to regression; regression model with a single explanatory variable; model of multiple regression;
· Heteroscedasticity; autocorrelation of random components;
· The method of instrumental variables; models of qualitative and limited explained variables;
· Vector autoregressive models; other econometrics methods, models and tools;
· Overview of econometric model applications in enterprise economics.

The course objective is to develop and deepen knowledge, methods and skills in the area of exact means of description and examination of economic dependencies in connection with theoretical approaches of econometric methods that the students will use in their scientific work.

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The course objective is to develop and deepen knowledge, methods and skills in the area of exact means of description and examination of economic dependencies in connection with theoretical approaches of econometric methods that the students will use in their scientific work.

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ENDERS, W. Applied econometric time series. Fourth edition. Hoboken, NJ: Wiley, 2015. ISBN 978-111-8808-566.
KOOP, G. Introduction to econometrics. Chichester: John Wiley & Sons, 2008. 371 s. ISBN 978-0-470-03270-1.

HILL, R. C., GRIFFITHS, W. E., LIM, G. C. Principles of econometrics. 4th ed. Hoboken: John Wiley & Sons, 2012. xxvi, 758 p. ISBN 978-0470873724.