Wydział Ekonomiczny - Economics (S1)
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 | To develop skills in the construction and assessment of linear and non-linear econometric models. |
C-2 | Gaining practical skills in the application of econometric methods in practice with the application of Excel spreadsheet. |
C-3 | Acquiring the knowledge about construction and solving mathematical decision models and interpretation of the obtained results. |
C-4 | Obtaining basic knowledge of the applications of econometric methods in the study of regularities in phenomena occurring in the economy. |
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 tasks to be solved on one's own. |
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 the role and place of econometrics in economic analysis and research and knows the stages of the econometric modeling process. | Ec_1A_W01, Ec_1A_W07, Ec_1A_W06 | — | C-3, C-4 | T-W-1, T-L-1, T-L-2, T-L-3, T-L-6, T-W-2 | M-1, M-2 | S-1, S-4, S-2, S-3 |
Ec_1A_B08_W02 The student knows popular statistical software packages and knows how to use econometric knowledge to solve tasks on socio-economic issues | Ec_1A_W01, Ec_1A_W07, Ec_1A_W06 | — | C-1, C-2 | T-W-7, T-L-4, T-L-5, T-L-6, T-L-9 | M-1, M-2 | S-2, S-3 |
Ec_1A_B08_W03 The student has knowledge about constructing and solving mathematical decision models. | Ec_1A_W01, Ec_1A_W03, Ec_1A_W07, Ec_1A_W06 | — | C-3 | T-W-6, T-W-5, T-W-7, T-L-8, T-L-9, T-L-10, T-L-7 | M-1, M-2 | S-1, S-2 |
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 Student is able to apply appropriate econometric methods and tools and make interpretation of the results of conducted research, as well as refer them to business practice. | Ec_1A_U01, Ec_1A_U02, Ec_1A_U03, Ec_1A_U11, Ec_1A_U12 | — | C-1, C-2 | T-W-3, T-L-1, T-L-2, T-L-4, T-L-5 | M-1, M-2 | S-1, S-2 |
Ec_1A_B08_U02 Student is able to build, solve and make interpretion of mathematical decision models. | Ec_1A_U01, Ec_1A_U02, Ec_1A_U03, Ec_1A_U07, Ec_1A_U08, Ec_1A_U09, Ec_1A_U12, Ec_1A_U21 | — | C-3 | T-W-6, T-W-5, T-L-8, T-L-9 | M-1, M-2 | S-1, S-2 |
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 has mastered the principles of self-solving problems | Ec_1A_K01, Ec_1A_K04 | — | C-1, C-2 | T-L-4, T-L-5, T-L-8, T-L-9 | M-2 | S-2, S-3 |
Kryterium oceny - wiedza
Efekt uczenia się | Ocena | Kryterium oceny |
---|---|---|
Ec_1A_B08_W01 The student knows the role and place of econometrics in economic analysis and research and knows the stages of the econometric modeling process. | 2,0 | The student does not know the role and place of econometrics in economic analysis and research, he does not know the stages of econometric modeling. |
3,0 | Student poorly knows the role and place of econometrics in economic analysis and research, knows only some stages of econometric modeling. | |
3,5 | Student poorly knows the role and place of econometrics in economic analysis and research, knows most of the stages of econometric modeling. | |
4,0 | The student knows the role and place of econometrics in economic analysis and research, knows only some stages of econometric modeling. | |
4,5 | The student knows the role and place of econometrics in economic analysis and research, knows the stages of econometric modeling. | |
5,0 | The student knows the role and place of econometrics in economic analysis and research, knows the stages of econometric modeling and can analyze them. | |
Ec_1A_B08_W02 The student knows popular statistical software packages and knows how to use econometric knowledge to solve tasks on socio-economic issues | 2,0 | The student does not know the statistical packages and does not know how to use his knowledge to solve tasks on socio-economic issues. |
3,0 | The student correctly knows several modules of statistical packages and knows (with the help of the teacher) how to use econometric knowledge to solve tasks on socio-economic issues. | |
3,5 | The student knows all the modules of the known statistical packages and knows (with the help of the teacher) how to use econometric knowledge to solve (indicated by the teacher) tasks on socio-economic issues. | |
4,0 | The student knows all the modules of the known statistical packages and knows how to use econometric knowledge to solve (indicated by the teacher) tasks on socio-economic issues. | |
4,5 | The student knows all modules of the known statistical packages and knows how to use your econometric knowledge to solve independently proposed tasks on socio-economic issues | |
5,0 | The student can independently propose the use of appropriate econometric tools, is able to assess their suitability to the study of socio-economic phenomena, knows how to use all modules of the known statistical packages | |
Ec_1A_B08_W03 The student has knowledge about constructing and solving mathematical decision models. | 2,0 | Student nie ma wiedzy na temat budowy i rozwiązywania modeli decyzji matematycznych. |
3,0 | The student has knowledge about the construction of some decision models but does not know how to solve them. | |
3,5 | The student has knowledge about the construction of decision models and knows the graphic method. | |
4,0 | The student has knowledge about the construction of decision models and knows methods and how to solve them (graphic method and simplex algorithm). | |
4,5 | The student has knowledge about the construction of decision models, knows methods and their solutions (graphic method and simplex algorithm) and make interpretation with help of the teacher. | |
5,0 | The student has knowledge about the construction of decision models, knows methods and their solutions and interpretations. |
Kryterium oceny - umiejętności
Efekt uczenia się | Ocena | Kryterium oceny |
---|---|---|
Ec_1A_B08_U01 Student is able to apply appropriate econometric methods and tools and make interpretation of the results of conducted research, as well as refer them to business practice. | 2,0 | The student is not able to use statistical packages in the econometric modeling. |
3,0 | The student is able to use, presented during classes, statistical packages in the econometric modeling only with the help of the teacher. | |
3,5 | The student is able to use some statistical packages in econometric modeling. | |
4,0 | Student uses statistical packages the in econometric modeling. | |
4,5 | Student uses statistical packages the in econometric modeling. It can make interpretation of the obtained results with help of the teacher. | |
5,0 | Student uses independently statistical packages in econometric modeling. Is able to independently make interpretation of the obtained results and make their presentation. | |
Ec_1A_B08_U02 Student is able to build, solve and make interpretion of mathematical decision models. | 2,0 | The student is not able to construct decision models. |
3,0 | Student is able to construct decision models. | |
3,5 | Student is able to construct decision models and solves them using the graphical method. | |
4,0 | Student is able to construct decision models and solves them using the simplex method and the graphical algorithm. | |
4,5 | Student is able to construct decision models and solves them using the simplex method and the graphical algorithm. Is able to make interpretation of their results with help of the teacher. | |
5,0 | Student is able to construct decision models and solves them using the simplex method and the graphical algorithm. Is able to independently make interpretation of their results. |
Kryterium oceny - inne kompetencje społeczne i personalne
Efekt uczenia się | Ocena | Kryterium oceny |
---|---|---|
Ec_1A_B08_K01 The student has mastered the principles of self-solving problems | 2,0 | The student has not mastered the principles of self-solving research problems. |
3,0 | The student is able to independently conduct an econometric study, and with the teacher's help organize a group presentation. | |
3,5 | The student is able to conduct an individual econometric study and organize a group presentation. | |
4,0 | The student has mastered the principles of individual and team work, can independently organize and conduct an individual or group presentation, with the teacher's help is able to identify the methods and tools needed to solve the defined problem and make a preliminary analysis of the results. | |
4,5 | The student has mastered the principles of individual and team work, can independently organize and conduct an individual or group presentation, is able to identify methods and tools needed to solve a defined problem, and make a comprehensive analysis of the results. | |
5,0 | The student has mastered the principles of individual and team work, can independently organize and conduct an individual or group presentation, is able to identify methods and tools needed to solve a defined problem, is able to make a comprehensive analysis of the results obtained and use all modules of known statistical packages. |
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