Wydział Ekonomiczny - Economics (S1)
specjalność: Accounting and Finance in Economic Entities
Sylabus przedmiotu Econometry:
Informacje podstawowe
Kierunek studiów | Economics | ||
---|---|---|---|
Forma studiów | studia stacjonarne | Poziom | pierwszego stopnia |
Tytuł zawodowy absolwenta | licencjat | ||
Obszary studiów | charakterystyki PRK | ||
Profil | ogólnoakademicki | ||
Moduł | — | ||
Przedmiot | Econometry | ||
Specjalność | przedmiot wspólny | ||
Jednostka prowadząca | Katedra Zastosowań Matematyki w Ekonomii | ||
Nauczyciel odpowiedzialny | Maciej Oesterreich <Maciej.Oesterreich@zut.edu.pl> | ||
Inni nauczyciele | Iwona Bąk <Iwona.Bak@zut.edu.pl>, Katarzyna Cheba <Katarzyna.Cheba@zut.edu.pl>, Joanna Perzyńska <joanna.perzynska@zut.edu.pl> | ||
ECTS (planowane) | 4,0 | ECTS (formy) | 4,0 |
Forma zaliczenia | egzamin | Język | polski |
Blok obieralny | — | Grupa obieralna | — |
Formy dydaktyczne
Wymagania wstępne
KOD | Wymaganie wstępne |
---|---|
W-1 | Basic knowledge of mathematics, descriptive statistics as well as general economic knowledge. |
W-2 | Skill to use the Excel spreadsheet. |
Cele przedmiotu
KOD | Cel modułu/przedmiotu |
---|---|
C-1 | Obtain basic knowledge about econometric modelling |
C-2 | Obtain a basic knowledge about construction and solving methods of linear decision models |
C-3 | Gain the ability to apply econometric methods in practice using computer software |
Treści programowe z podziałem na formy zajęć
KOD | Treść programowa | Godziny |
---|---|---|
laboratoria | ||
T-L-1 | Construction of an econometric model. Classification of variables in a model, classification of econometric models. Construction of a model hypothesis based on the description of the relationship between the variables. | 2 |
T-L-2 | Selection of independent variables for the econometric model - the Hellwig's method. | 2 |
T-L-3 | Test concerning construction of an econometric model, variable classification, model classification, Hellwig's method. | 1 |
T-L-4 | Estimation and validation of a single-equation econometric model with two (or more) independent variables (linear, power form). Application of Excel and Statistica. | 5 |
T-L-5 | Estimation and validation of trend models (linear, exponential form) and time series models with constant and relatively constant seasonality. Application of Excel and Statistica. | 5 |
T-L-6 | Test concerning the estimation and validation of econometric models with two (or more) independent variables and time series models. | 2 |
T-L-7 | Construction of decision models. | 2 |
T-L-8 | Solving linear programming problems with the geometric method. | 3 |
T-L-9 | Solving linear programming problems using the SIMPLEX method - traditionally and with the application of Excel (Solver add-in). | 6 |
T-L-10 | Test concerning methods of solving linear programming problems. | 2 |
30 | ||
wykłady | ||
T-W-1 | Areas of applications of mathematics in economics. Relations of econometrics with other sciences disciplines. | 1 |
T-W-2 | The econometric model and its structure. Classification of variables in the model, classification of models, stages of the econometric modeling process. | 3 |
T-W-3 | Determination of structural coefficients of a single-equation econometric model with multiple independent variables using the least squares method. Model quality assessment (measures of goodness of fit, examination of the significance of coefficients of the model, examination of the autocorrelation of the random component). | 4 |
T-W-4 | Econometric modeling of time series - trend models (linear, exponential), time series models with seasonal fluctuations. | 4 |
T-W-5 | The decision model and its structure. Decision model vs. the econometric model. Examples of linear programs – construction a decision model for example programs. | 3 |
T-W-6 | Methods of solving linear programming problems - the geometrical method and the SIMPLEX method. | 4 |
T-W-7 | Using an Excel spreadsheet (Solver add-in) to solve linear programming problems using the simplex method. | 1 |
20 |
Obciążenie pracą studenta - formy aktywności
KOD | Forma aktywności | Godziny |
---|---|---|
laboratoria | ||
A-L-1 | The participation in classes | 30 |
A-L-2 | The preparation to classes. | 8 |
A-L-3 | The literature study of the subject. | 8 |
A-L-4 | The preparation to the tests. | 8 |
A-L-5 | Homeworks. | 6 |
60 | ||
wykłady | ||
A-W-1 | The participation in classes. | 20 |
A-W-2 | The literature study of the subject. | 8 |
A-W-3 | Preparation for the exam. | 10 |
A-W-4 | Exam | 2 |
40 |
Metody nauczania / narzędzia dydaktyczne
KOD | Metoda nauczania / narzędzie dydaktyczne |
---|---|
M-1 | The information and problem lecture with the use of a multimedia presentation. |
M-2 | Laboratory exercises with the use of a computer along with a didactic discussion related to the lecture. |
Sposoby oceny
KOD | Sposób oceny |
---|---|
S-1 | Ocena podsumowująca: Written exam concerning lectures, containing theoretical issues and self-solving tasks. |
S-2 | Ocena formująca: Tests to evaluate periodic student achievements. |
S-3 | Ocena formująca: Evaluation the results of homework done independently and in a team aimed at identifying gaps in the knowledge and skills of the student. |
S-4 | Ocena podsumowująca: Passing laboratory exercises on the basis of grades from tests, homework and activity during classes. |
Zamierzone efekty uczenia się - wiedza
Zamierzone efekty uczenia się | Odniesienie do efektów kształcenia dla kierunku studiów | Odniesienie do efektów zdefiniowanych dla obszaru kształcenia | Cel przedmiotu | Treści programowe | Metody nauczania | Sposób oceny |
---|---|---|---|---|---|---|
Ec_1A_B08_W01 The student knows and understands the role of econometrics in economic analysis and research and knows and understands the stages of econometric modelling | Ec_1A_W01, Ec_1A_W06 | — | C-3 | T-W-1, T-W-4, T-W-2, T-L-2, T-L-3, T-L-1, T-L-6 | M-1, M-2 | S-1, S-4, S-2, S-3 |
Ec_1A_B08_W03 The student knows and understands how to construct and solve decision-making models and knows and understands the interpretation of the obtained results. | Ec_1A_W03, Ec_1A_W06 | — | C-2 | T-W-6, T-W-7, T-W-5, T-L-9, T-L-10, T-L-7, T-L-8 | M-1, M-2 | S-1, S-4, S-2, S-3 |
Zamierzone efekty uczenia się - umiejętności
Zamierzone efekty uczenia się | Odniesienie do efektów kształcenia dla kierunku studiów | Odniesienie do efektów zdefiniowanych dla obszaru kształcenia | Cel przedmiotu | Treści programowe | Metody nauczania | Sposób oceny |
---|---|---|---|---|---|---|
Ec_1A_B08_U01 Students will be able to construct an econometric model and determine its parameters using computer programs, and will be able to interpret the results of their research and relate them to economic practice. | Ec_1A_U01, Ec_1A_U02, Ec_1A_U04 | — | C-1, C-3 | T-W-3, T-L-2, T-L-4, T-L-1, T-L-5, T-L-6 | M-1, M-2 | S-1, S-4, S-2, S-3 |
Ec_1A_B08_U02 Students will be able to build, solve with computer programs and make interpretation of linear decision-making models | Ec_1A_U01, Ec_1A_U02, Ec_1A_U04 | — | C-3, C-2 | T-W-6, T-W-5, T-L-9, T-L-10, T-L-7, T-L-8 | M-1, M-2 | S-1, S-4, S-2, S-3 |
Zamierzone efekty uczenia się - inne kompetencje społeczne i personalne
Zamierzone efekty uczenia się | Odniesienie do efektów kształcenia dla kierunku studiów | Odniesienie do efektów zdefiniowanych dla obszaru kształcenia | Cel przedmiotu | Treści programowe | Metody nauczania | Sposób oceny |
---|---|---|---|---|---|---|
Ec_1A_B08_K01 The student is ready to solve problematic issues related to the selecting of methods and tools used in econometrics | Ec_1A_K01 | — | C-1, C-3, C-2 | T-W-6, T-W-4, T-W-7, T-W-3, T-W-5, T-W-2, T-L-2, T-L-3, T-L-4, T-L-1, T-L-5, T-L-6, T-L-9, T-L-10, T-L-8 | M-1, M-2 | S-1, S-4, S-2, S-3 |
Kryterium oceny - wiedza
Efekt uczenia się | Ocena | Kryterium oceny |
---|---|---|
Ec_1A_B08_W01 The student knows and understands the role of econometrics in economic analysis and research and knows and understands the stages of econometric modelling | 2,0 | The student does not know and does not understand the role of econometrics in economic analyzes and research and does not know and does not understand the stages of econometric modeling |
3,0 | The student knows and understands the role of econometrics in economic analyzes and research poorly and knows only some stages of econometric modeling, but has problems understanding them | |
3,5 | The student knows and understands the role of econometrics in economic analysis and research quite well and knows most of the stages of econometric modeling, but has problems understanding them | |
4,0 | The student knows and understands the role of econometrics in economic analysis and research and knows the stages of econometric modeling, but understands only some of them | |
4,5 | The student knows and understands the role of econometrics in economic analysis and research and knows and understands most stages of econometric modeling | |
5,0 | The student perfectly knows and understands the role of econometrics in economic analyzes and research and knows and understands all stages of econometric modeling | |
Ec_1A_B08_W03 The student knows and understands how to construct and solve decision-making models and knows and understands the interpretation of the obtained results. | 2,0 | The student does not know and does not understand the methods of constructing and solving decision models and does not know and does not understand the interpretation of the obtained results |
3,0 | The student knows and understands the methods of constructing some decision models and knows and understands one of the methods of solving them, and requires the teacher's help when interpreting the results | |
3,5 | The student knows and understands the methods of constructing decision models and knows and understands one of the methods of solving them, and requires the teacher's help when interpreting some results | |
4,0 | The student knows and understands the methods of constructing decision models, knows and understands the methods of solving them and knows and understands the interpretation of some results | |
4,5 | The student knows and understands the methods of constructing decision models, knows and understands the methods of solving them and knows and understands the interpretation of most of the results | |
5,0 | The student knows and understands the methods of constructing decision models, knows and understands the methods of solving them, and knows and understands the interpretation of all obtained results |
Kryterium oceny - umiejętności
Efekt uczenia się | Ocena | Kryterium oceny |
---|---|---|
Ec_1A_B08_U01 Students will be able to construct an econometric model and determine its parameters using computer programs, and will be able to interpret the results of their research and relate them to economic practice. | 2,0 | The student is unable to build an econometric model and determine its parameters using computer programs and is unable to interpret the results of the conducted research and is unable to relate them to economic practice |
3,0 | The student is able to sufficiently build an econometric model and determine its parameters using computer programs and is able to interpret the results of the research and is able to relate them to economic practice | |
3,5 | The student is able to build an econometric model and determine its parameters using computer programs to a more than sufficient degree, and is able to interpret the results of the conducted research and is able to relate them to business practice | |
4,0 | The student is able to build an econometric model to a good degree and determine its parameters using computer programs and is able to interpret the results of the research and is able to relate them to business practice | |
4,5 | The student is able to build an econometric model and determine its parameters with the use of computer programs to a more than good degree and is able to interpret the results of the conducted research and is able to relate them to business practice | |
5,0 | The student is able to build an econometric model and determine its parameters using computer programs to a very good degree, and is able to interpret the results of the conducted research and is able to relate them to business practice | |
Ec_1A_B08_U02 Students will be able to build, solve with computer programs and make interpretation of linear decision-making models | 2,0 | The student is unable to build, solve using computer programs and interpret linear decision models |
3,0 | The student is sufficiently able to build, solve with the use of computer programs and interpret linear decision models | |
3,5 | The student is able to build, solve with the use of computer programs and interpret linear decision models in a more than sufficient degree | |
4,0 | The student is able to build, solve with the use of computer programs and interpret linear decision models in a good degree | |
4,5 | The student is more than good at building, solving with the use of computer programs and interpreting linear decision models | |
5,0 | The student is able to build, solve with the use of computer programs and interpret linear decision models in a very good degree |
Kryterium oceny - inne kompetencje społeczne i personalne
Efekt uczenia się | Ocena | Kryterium oceny |
---|---|---|
Ec_1A_B08_K01 The student is ready to solve problematic issues related to the selecting of methods and tools used in econometrics | 2,0 | The student is not ready to solve problematic issues related to the choice of methods and tools used in econometrics |
3,0 | The student is sufficiently ready to solve problematic issues related to the choice of methods and tools used in econometrics | |
3,5 | The student is more than sufficiently ready to solve problematic issues related to the choice of methods and tools used in econometrics | |
4,0 | A good student is ready to solve problematic issues related to the choice of methods and tools used in econometrics | |
4,5 | The student is more than good at solving problematic issues related to the choice of methods and tools used in econometrics | |
5,0 | A student with a very good degree is ready to solve problematic issues related to the choice of methods and tools used in econometrics |
Literatura podstawowa
- Maddala G.S., Introduction to Econometrics, Wiley, New York, 2011, 4
- Anderson D.R., Sweeney D.J., Williams T.A., Statistics for Business and Economics, South-Western Cengage Learning, Manson, 2019, 14
- Aczel A.D., Souderpandian J., Complete Business Statistics, McGraw-Hill/Irwin, 2008, 7
- Hiller F.S., Lieberman G.J., Introduction to operations research, McGraw-Hill, 2021, 11
- Bąk I., Markowicz I., Mojsiewicz M., Wawrzyniak K., Formulas and Tables, CeDeWu, Warszawa, 2021, 1
Literatura dodatkowa
- Hozer J. (red.), Ekonometria, Uniwersytet Szczeciński, Szczecin, 1997
- Hozer J. (red.), Ekonometria stosowana w przykładach i zadaniach, Katedra Ekonometrii i Statystyki Uniwersytetu Szczecińskiego, Stowarzyszenie Pomoc i Rozwój, Szczecin, 2007
- Goryl A., Jędrzejczyk Z., Kukuła K., Wprowadzenie do ekonometrii, PWN, Warszawa, 2009
- Jędrzejczyk Z., Kukuła K., Skrzypek J., Badania operacyjne w przykładach i zadaniach, PWN, Warszawa, 2015
- Szapiro T. (red.), Decyzje menadżerskie z Excelem, PWE, Warszawa, 2000
- Bąk I., Markowicz I., Mojsiewicz M., Wawrzyniak K., Wzory i tablice. Metody statystyczne i ekonometryczne, CeDeWu, Warszawa, 2019, 2
- Hozer J. (red.), Mikroekonometria. Analizy. Diagnozy. Prognozy, PWE, Warszawa, 1993
- Jajuga K., Ekonometria. Metody i analizy problemów ekonomicznych, Wyd. Akademii Ekonomicznej im. O. Langego we Wrocławiu, Wrocław, 1999