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ECONOMETRICS

Péter Elek, Anikó Bíró

ELTE Közgazdaságtudományi Tanszék, MTA Közgazdaságtudományi Intézet, Balassi Kiadó

The Introductory Econometrics curriculum of the ELTECON BA programme has been designed for a one-semester course, which is preceded by a two-semester Mathematics, a one-semester Probability and Statistics and a one-semester Data Analysis course. Hence the aim is that the students, building on their previous studies, become familiar with the theoretical background and empirical applications of the major econometric techniques. G. S. Maddala’s Introduction to Econometrics (below denoted by M) is the main textbook for the course but some parts are taken from Introductory Econometrics: A Modern Approach, written by J. Wooldridge (below denoted by W), which has not been translated to Hungarian yet. Thus we place more emphasis on asymptotic theory and on the problems associated with time series regression. We present empirical applications also on Hungarian data.The curriculum does not substitute either for the textbooks or for the complete list of exercises made for the course.

Table of Contents

Downloads
01_week_Econometrics.pdf
02_week_Econometrics.pdf
03_week_Econometrics.pdf
04_week_Econometrics.pdf
05_week_Econometrics.pdf
06_week_Econometrics.pdf
07_week_Econometrics.pdf
08_week_Econometrics.pdf
09_week_Econometrics.pdf
10_week_Econometrics.pdf
11_week_ECONOMETRICS.pdf
12_week_Econometrics.pdf
13_week_Econometrics.pdf
econometrics_syllabus.pdf
econometrics01-ppt.pdf
econometrics02-ppt.pdf
econometrics03-ppt.pdf
econometrics04-ppt.pdf
econometrics05-ppt.pdf
econometrics06-ppt.pdf
econometrics07-ppt.pdf
econometrics08-ppt.pdf
econometrics09-ppt.pdf
econometrics10-ppt.pdf
econometrics11-ppt.pdf
econometrics12-ppt.pdf
econometrics13-ppt.pdf
DC Metadata
Title:
ECONOMETRICS
Authors:
Péter Elek, Anikó Bíró
Publisher:
ELTE Közgazdaságtudományi Tanszék, MTA Közgazdaságtudományi Intézet, Balassi Kiadó
Contributors:
ELTE TáTK Közgazdaságtudományi Tanszéke, MTA Közgazdaságtudományi Intézet, Balassi Kiadó
Sources:
eredeti tananyag
Language
English
Subjects
Univariate regression, Multivariate regression, t- and F-tests, Dickey-Fuller test. Regression with stationary and nonstationary time series, autocorrelation. Cointegration
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