Babes-Bolyai University of Cluj-Napoca
Faculty of Mathematics and Computer Science
Study Cycle: Graduate
SUBJECT
| MP003 | Econometric Theory |
| Teaching Staff in Charge |
Assoc.Prof. CHIOREAN Ioana Rodica, Ph.D., ioana cs.ubbcluj.ro |
| Aims |
|
The purpose of this course is to present the principles and some econometrics models.
We introduce the notion of random model and statistic induction. For linear models of simple regression we obtain estimators which have geometrical interpretation. It presents the hypotesis regarding to the normality of errors distributions and presents the tests and confidence regions. The similar problems are treated in case of general linear models, the estimators could be found with least-square method. We give practical methods of estimation and we treat the independence of errors. Finally, we study the autoregression processes of first orden from the point of view of stability and stationarity. |
| References |
|
1. Florea I. - Statistica,vol.I, Facultatea de Stiinte Economice, Universitatea din Cluj, Uz intern, 1986
2. Rene Giraud, Nicole Chaix - Econometrie, Presses Universitaires de France, 1989 3. Aigner Dennis J. - Basic econometrics, Englewood Cliffs, New Jersey, Prentice-Hall, 1971 4. Stefan Pecican - Econometrie, EDP, Bucuresti, 1993 5. Theil H. - Principle of Econometrics, Wiley, 1971 |
| Assessment |
|
Exam. |
| Links: | Syllabus for all subjects Romanian version for this subject Rtf format for this subject |