Statistics and Econometrics for Business
Informacje ogólne
Kod przedmiotu: | 2600-ERSM1SEB |
Kod Erasmus / ISCED: | (brak danych) / (brak danych) |
Nazwa przedmiotu: | Statistics and Econometrics for Business |
Jednostka: | Wydział Zarządzania |
Grupy: |
Przedmioty dla studentów ERSAMUS na Wydziale Zarządzania UW w semestrze letnim Przedmioty dla studentów ERSAMUS na Wydziale Zarządzania UW w semestrze zimowym |
Punkty ECTS i inne: |
(brak)
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Język prowadzenia: | angielski |
Rodzaj przedmiotu: | fakultatywne |
Skrócony opis: |
(tylko po angielsku) The students will learn basic concepts of statistics and econometrics as well as their application to business |
Pełny opis: |
(tylko po angielsku) During the first lecture mathematical knowledge of students will be assessed, which will determine the starting point and the speed of the course, During the first courses the lecture will remind some mathematical concepts necessary to progress with the course. Later on the statistical and econometric topics will be introduced referring to their applications in business. Topics of lectures: 1. Some topics in mathematics – continuity, derivatives and differentiation (2h, HD) 2. Some topics in mathematics – linear algebra (2h, HD) 3. Some topics in mathematics – extremes finding (2h, HD) 4. Random variables, descriptive statistics (2h, HD) 5. Basic statistical inference (2h, HD) 6. Computer laboratory – training with E-views software (2h) 7. Simple regression model (2h, HD ,JK Ch. 7, CB Ch. 3) 8. Multiple regression model (2h,HD, JK Ch. 10, CB Ch. 3) 9. Violations of basic assumptions in regression model and their consequences (2h, HD, JK Ch. 8, CB Ch. 4) 10. Estimation with deficient data, seasonality (2h, HD, JK Ch. 9, CB Ch. 4) 11. Computer laboratory – training with Excel (4h) 12. Stationarity and cointegration of time series (2h, HD, WHG Ch. 18, CB Ch. 7) |
Literatura: |
(tylko po angielsku) HD – Handout to be Delivered by the lecturer, JK – Jan Kmenta, “Elements of Econometrics”, Macmillan Publishing Company, 2-nd edition, WHG – William H. Greene “Econometric analysis”, Prentice-Hall international Inc. 3-rd edition, CB – Chris Brooks, Introductory Econometrics for Finance’, Cambridge University Press; 1st edition 2002 |
Efekty uczenia się: |
(tylko po angielsku) Students will know how to apply basic concepts of statistics and econometrics (e.g. correlation, linear regression) to business |
Metody i kryteria oceniania: |
(tylko po angielsku) The students will be assessed on the basis: 1. Participation in lectures (20%) – only 3 absences during the course are allowed 2. Activity and attentiveness (30%) – the score is applied only to those students who participate in lectures 3. Final exam (50%) The following grading scale will be used:: [50 , 60) – 3, [60 , 70) – 3+, [70 , 80) – 4, [80 , 90) – 4+, [90 , 100) – 5 |
Właścicielem praw autorskich jest Uniwersytet Warszawski.