Econometrics I
The course covers basic issues related to the application of statistical methods to economic data in order to quantify and verify predictions of economic systems development.
The goal of mastering the discipline
The main aim of the course is to learn mathematical and statistical methods and models for quantitative analysis of economic data.
The skills you get
- Know the basic theoretical tools for the making and analysis of econometric models.
- Be able to conduct econometric analysis using methods adequate to the task.
- Have the skills to use special econometric models in practical situations.
Topics covered
- 1. Introduction to the econometrics.
- 2. Criteria for evaluating models.
- 3. Classical Linear Regression Model
- 4. Confidence interval. Model specification.
- 5. Time series analysis.
When instructed
- 2nd year, 2nd semester
List of references and sourses
1. Orlov A. I. Jekonometrika : uchebnik dlja vuzov / A. I. Orlov, 2004. - 573. http://elib.istu.edu/viewer/view.php?file=/files3/er-9163.pdf
2. Novikov A. I. Jekonometrika : uchebnoe posobie / A. I. Novikov, 2013. - 223.
3. Evseev E. A. Jekonometrika : uchebnoe posobie / E. A. Evseev, 2020. - 186 c https://urait.ru/book/ekonometrika-453562
4. Jekonometrika : uchebnik dlja vuzov po special'nosti 061700 "Statistika" / I. I. Eliseeva [i dr.], 2006. - 574.
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