Introduction to econometrics
Ordinary Least Squares
Testing the significance of coefficients
Nonlinear models
Collinearity and normality
Heteroskedasticity
Serial correlation
Dynamic models
Stationarity and cointegration
Econometric forecast
Quantitative dependent variable models
Endogeneity
Instrumental variables
IV verification
All materials are available here.
To be disseminated.
All datasets are available here.
Wooldridge J.M., Introductory Econometrics: A modern approach, 5th edition. 2012.
Hill R.C., Griffiths W.E., Lim G.C., Principles of Econometrics, 5th edition, 2018 along with R examples.
Gruszczyński M., Kuszewski T., Podgórska M., (red.), Ekonometria i badania operacyjne, PWN, 2020.
Traditional exam: 32 points
Practical tests: 12 points
Homework assignments: 6 points
Guidelines for homework assignment.
All students must earn at least 30% of points before taking the exam.
[00-25): 2
[25-30): 3
[30-35): 3+
[35-40): 4
[40-45): 4+
[45-50]: 5
Traditional exam: 32 points
Practical tests: 12 points
Homework assignments: 6 points
Guidelines for homework assignment.
All students must earn at least 30% of points before taking the exam.
[00-25): 2
[25-30): 3
[30-35): 3+
[35-40): 4
[40-45): 4+
[45-50]: 5