Course period: 2.
Year of study: 1. FT, 2. PT
Compulsory Optional module:
The course aims to acquaint students with the exact means of describing and researching economic dependencies and thus expand the possibilities of their understanding, as well as to create prerequisites for rational economic decision-making.
Brief module description:
- Introduction to econometrics.
- Classical model of linear regression. Generalization of the classical model.
- Discrete dependent variables.
- Systems with multiple equations.
- Seemingly unrelated regressions.
- Random processes.
- Decomposition and autocorrelation methods for one-dimensional time series.
- Financial time series.
- Modeling the development of financial assets.
- Multidimensional series.
- Value at risk.
- Special regression problems.
