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Applied Econometrics Welcome to UTIA(应用计量经济学欢迎UTIA)
Applied Econometrics
Applied Econometrics
Lecture 1
Introduction, OLS and basics
(Revision)*
Please note that for interactive manipulation you need Mathematica 6 version of this .pdf. Mathematica 6 will be available soon at all Labs Computers at IES
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2 Lecture_1.cdf
Organization
Summer semester, every Thursday
17:00 – Lecture (room 206)
18:30 – Seminar1 (room 016) after lecture students with surnames from A to K
12:30 – Seminar2 (room 016) students with surnames from L to Z
IES, Opletalova 26, Prague 1
BOTH SEMINARS START NEXT WEEK !
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Lecture_1.cdf 3
Organization
Lecturers
Jozef Baruník (barunik@fsv.cuni.cz)
Jaromír Baxa (jaromir.baxa@centrum.cz)
Roman Horváth (roman.horvath@)
Jirka Kukacka (jiri.kukacka@)
Marek Rusnák (jiri.kukacka@)
MA course, Alt A type, 5 credits
Course web, where all lecture notes, seminar materials, data are stored:
http ://ies.fsv.cuni.cz/en/syllab/JEM 116
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4 Lecture_1.cdf
The course is about...
„ Practical use of econometric methods
„ The lectures are supplemented by computer classes, where students gain hands-on experience in economet-
ric analysis
„ Main focus on time series techniques
„ You will see applications such as forecasting volatility, modeling inflation or exchange rate volatility
„ The course is especially suited
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