Subject: Econometric Theory	Code: MP003	

Semester	 Hours: C+S+L	Type	 Section	
8	2+2+0	compulsory	Applied Mathematics	

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	
Content	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	
Selective 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, 197	
Assessment	Exam