Topic plan
The subject's topics and the learning outcomes attached to each one.
1. Introduction. the object, subject and purpose of the subject
LectureIntroduction. the object, subject and purpose of the subject
2. Basic concepts of econometric modeling
LectureBasic concepts of econometric modeling
3. Paired linear regression
LecturePaired linear regression
4. Checking the quality of the regression equation. fisher's f-test.
LectureChecking the quality of the regression equation. fisher's f-test.
5. Hypothesis testing and interval values for the coefficients of the linear regression equation.
LectureHypothesis testing and interval values for the coefficients of the linear regression equation.
6. R2 coefficient of determination and its main characteristics
LectureR2 coefficient of determination and its main characteristics
7. Dummy variables. q. chou's criterion
LectureDummy variables. q. chou's criterion
8. Autocorrelation
LectureAutocorrelation
9. Heteroskedasticity
LectureHeteroskedasticity
10. Multivariate linear regression
LectureMultivariate linear regression
11. Multicollinearity
LectureMulticollinearity
12. Nonlinear regression. cobb-douglas production function
LectureNonlinear regression. cobb-douglas production function
13. Stationarity problems in time series
LectureStationarity problems in time series
14. Spurious regression and cointegration
LectureSpurious regression and cointegration
15. General concepts about the system of equations used in econometrics. system of synchronicities.
LectureGeneral concepts about the system of equations used in econometrics. system of synchronicities.
16. Calculation of wall thickness of hydraulic cylinders and pipelines (lamé equations).
Lecture17. Preparation of forecasts
LecturePreparation of forecasts