Course syllabus EKM2 - Econometrics II (FBE - WS 2019/2020)
|Course title in Czech:||Econometrics II|
|Course title in English:|
Mode of completion and number of credits:
|Exam (5 credits)|
|Mode of delivery and timetabled classes:|
full-time, 2/2 (hours of lectures per week / hours of seminars per week)
part-time, 16/0 (lectures per period / seminars per period)
|Level of course:|
Type of delivery:
|Mode of delivery for our mobility students abroad:||-- item not defined --|
Language of instruction:
Course supervising department:
|Faculty:||Faculty of Business and Economics|
doc. Ing. Václav Adamec, Ph.D. (examiner, instructor)
Mgr. Veronika Blašková, Ph.D. (examiner)
doc. Mgr. David Hampel, Ph.D. (examiner, instructor, lecturer, supervisor)
Ing. Michaela Staňková, Ph.D. (examiner, instructor)
doc. Ing. Luboš Střelec, Ph.D. (examiner, instructor, lecturer)
Inna Tsener (instructor, lecturer)
Ing. Terézia Vančová (examiner, instructor)
|Timetable in this semester:|
Aim of the course and learning outcomes:
Mastery of theory of multivariate econometric models formation using OLS method, its prerequisites and issue violations, including practical use of the methodology in the field of cross-sectional data and time series. Theoretical and practical knowledge of advanced methods of time series analysis involving the Box-Jenkins methodology and the related methods.
|Learning activities and teaching methods:|
Participation in the seminar is compulsory, attendance is considered to be fulfilled if the student visits at least 9 seminars. Active participation is required in the seminary (the student has an overview of the lectured topics and can elaborate the basic exercises demonstrated at the lectures).
During the semester, it is necessary to pass a continuous test, ie to get at least 13 points out of the total possible 20 points. Students will bring only the student card to the test. Students can not use any papers or calculator during the test. The test can be repeated twice.
Furthermore, it is necessary to successfully defend the semestral project, which includes in particular the compilation and analysis of a multidimensional econometric model including quantification and its verification. The defense is considered successful or unsuccessful. The unsuccessful project can be reworked once.
If a students complete attendance (only in the case of a full-time form), successfully pass the test and successfully defends a semester project, they are eligible to apply for the exam. Otherwise, the final score will not be "not present".
The exam is in the form of a written work and is considered successful if the gain is at least 50 points out of a total of 100 points. If students are not successful in writing, they are rated F. If students successfully pass a written work, the subject assessment is given by the sum of the points obtained from the the written exam:
(91; 100) points - A
(82; 90) points - B
(73; 81) points - C
(64; 72) points - D
[55; 63] points - E
Students will bring writing accessories and the student card for written work. Students can not use their own papers or a calculator.
Any copying, recording or excerpt of tests and written works, the use of illicit devices as well as means of communication or other impairment of objectivity in the verification of knowledge will be considered gross violation of the study regulations. As a result, the course is closed in the UIS by F; F; F. Further, teacher can initiate disciplinary proceedings, which may result in termination of studies.
The course is not possible to enroll in a foreign trip.
|Assessment criteria ratio:|
Recomended reading and other learning resources:
Course listed in study plans for this semester:
Field of study C-EM-ME Business Economics and Management, full-time form, initial period SS 2018/2019
Field of study C-EM-ME Business Economics and Management, part-time form, initial period SS 2018/2019
Field of study C-EPA-UAD Accounting and Taxes, full-time form, initial period SS 2018/2019
Field of study C-EPA-FIM Finance and Investment Management, full-time form, initial period SS 2018/2019
Field of study C-EPA-FIM Finance and Investment Management, full-time form, initial period WS 2019/2020
Field of study C-EM-ME Business Economics and Management, full-time form, initial period WS 2019/2020
Field of study C-EPA-UAD Accounting and Taxes, full-time form, initial period WS 2019/2020
Field of study C-EM-ME Business Economics and Management, part-time form, initial period WS 2019/2020
|Course listed in previous semesters:|
Last modification made by Ing. Jiří Gruber on 09/20/2019.