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) | 5,0 | ECTS (formy) | 5,0 |
| 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 use of statistical packages Statgraphics, Statistica and Excel spreadsheet. |
| C-3 | Acquiring the knowledge about construction and solving mathematical decision models. Making interpretations of results of mathematical programming. |
| 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 | The construction of econometric models. | 2 |
| T-L-2 | The Hellwig method. | 2 |
| T-L-3 | Estimation of model parameters with two independent variables. The application of statistical packages: Statgraphics and Statistica. | 4 |
| T-L-4 | Validation of econometric models. | 4 |
| T-L-5 | The estimation of models of dynamics and fluctuations. | 4 |
| T-L-6 | The construction of decision models. | 3 |
| T-L-7 | Solving of linear programming tasks using the graphical method. | 3 |
| T-L-8 | Solving of linear programming tasks with the simplex method. The construction of dual programs. | 6 |
| T-L-9 | Test. | 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 subject and research the tool of econometrics. Stages of the econometric modeling process. The classification of econometric models. | 1 |
| T-W-3 | Linear regression with one independent variable. Estimation of the least squares equation coefficients | 2 |
| T-W-4 | Statistical measures used in the validation stage. Forecasting. | 2 |
| T-W-5 | Econometric models of dynamics and variability. Approaches to determine the analytical form of the trend. | 2 |
| T-W-6 | Time series models with seasonal fluctuations. | 2 |
| T-W-7 | The construction and classification of decision models. | 2 |
| T-W-8 | Solving of linear programming tasks using graphical method and simplex algorithm. | 2 |
| T-W-9 | The duality in linear programming. | 1 |
| 15 | ||
Obciążenie pracą studenta - formy aktywności
| KOD | Forma aktywności | Godziny |
|---|---|---|
| laboratoria | ||
| A-L-1 | The preparation to classes. | 30 |
| A-L-2 | The participation in classes. | 16 |
| A-L-3 | The literature study of the subject. | 16 |
| A-L-4 | The preparation to the test. | 16 |
| A-L-5 | Homeworks. | 6 |
| A-L-6 | The preparations of formulas. | 6 |
| 90 | ||
| wykłady | ||
| A-W-1 | The participation in classes. | 15 |
| A-W-2 | The literature study of the subject. | 23 |
| A-W-3 | The participation to test. | 20 |
| A-W-4 | The preparation to classes. | 2 |
| 60 | ||
Metody nauczania / narzędzia dydaktyczne
| KOD | Metoda nauczania / narzędzie dydaktyczne |
|---|---|
| M-1 | Information and problem lecture. |
| M-2 | Exercises with the use of a computer along with didactic discussion related to the lecture. |
Sposoby oceny
| KOD | Sposób oceny |
|---|---|
| S-1 | Ocena podsumowująca: Exam in a written form that tests knowledge of both theory and applications. |
| S-2 | Ocena podsumowująca: The final test consisting an independent solving of tasks from econometrics. |
| S-3 | Ocena formująca: The presentation of tasks solved by the team. |
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 |
|---|---|---|---|---|---|---|
| E_1A_B4_W01 The student knows the role and place of econometrics in economic analysis and research and knows the stages of the econometric modeling process. | E_1A_W01, E_1A_W06, E_1A_W07 | — | C-4 | T-W-1, T-W-2, T-L-1 | M-1 | S-1 |
| E_1A_B4_W02 The student knows popular statistical software packages and knows how to use econometric knowledge to solve tasks on socio-economic issues | E_1A_W01, E_1A_W06, E_1A_W07 | — | C-2, C-1 | T-W-3, T-L-4, T-L-5, T-L-3 | M-2 | S-2 |
| E_1A_B4_W03 The student has knowledge about constructing and solving mathematical decision models. " | E_1A_W01, E_1A_W03, E_1A_W06, E_1A_W07 | — | C-3 | T-L-6, T-L-7, T-L-8 | M-1 | 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 |
|---|---|---|---|---|---|---|
| E_1A_B4_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. | E_1A_U01, E_1A_U02, E_1A_U03, E_1A_U11, E_1A_U12 | — | C-2, C-1 | T-W-3, T-W-6, T-L-1, T-L-2, T-L-4, T-L-5, T-L-3 | M-2, M-1 | S-1, S-2 |
| E_1A_B4_U02 Student is able to build, solve and make interpretion of mathematical decision models. | E_1A_U01, E_1A_U02, E_1A_U03, E_1A_U07, E_1A_U08, E_1A_U09, E_1A_U12, E_1A_U21 | — | C-3 | T-W-9, T-W-8, T-W-7, T-L-7 | M-2, M-1 | 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 |
|---|---|---|---|---|---|---|
| E_1A_B4_K01 The student mastered the principles of individual and team work. | E_1A_K01, E_1A_K02, E_1A_K05 | — | C-2, C-1 | T-W-9, T-L-7, T-L-4, T-L-5, T-L-8, T-L-3 | M-2 | S-3 |
Kryterium oceny - wiedza
| Efekt uczenia się | Ocena | Kryterium oceny |
|---|---|---|
| E_1A_B4_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. | |
| E_1A_B4_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 | |
| E_1A_B4_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 interpretation. | |
| 5,0 | The student has knowledge about the construction of decision models, knows methods and their solutions and interpretations. Student has knowledge about the construction of dual models. |
Kryterium oceny - umiejętności
| Efekt uczenia się | Ocena | Kryterium oceny |
|---|---|---|
| E_1A_B4_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: Statgraphics, Statistica and Excel spreadsheet in 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: Statgraphics, Statistica and Excel spreadsheet in econometric modeling. | |
| 4,5 | Student uses statistical packages: Statgraphics, Statistica and Excel spreadsheet in econometric modeling. He can make interpretation of the obtained results. | |
| 5,0 | Student uses independently statistical packages: Statgraphics, Statistica and Excel spreadsheet in econometric modeling. Is able to make interpretation of the obtained results and make their presentation. | |
| E_1A_B4_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. He is able to independently make interpretation of their results. | |
| 5,0 | Student is able to construct decision models and solves them using the simplex method and the graphical algorithm. Student is able to independently make interpretation the primitive and dual solutions. |
Kryterium oceny - inne kompetencje społeczne i personalne
| Efekt uczenia się | Ocena | Kryterium oceny |
|---|---|---|
| E_1A_B4_K01 The student mastered the principles of individual and team work. | 2,0 | The student has not mastered the principles of individual and team work. |
| 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., Souderpandian J., Complete Business Statistics, McGraw-Hill/Irwin, 2008, 7
- Hiller F.S., Lieberman G.J., Introduction to operational research, McGraw-Hill Higher Education, 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
- Kukuła K. (red.), Wprowadzenie do ekonometrii w przykładach i zadaniach, PWN, Warszawa, 2009
- Kukuła K. (red.), Badania operacyjne w przykładach i zadaniach, PWN, Warszawa, 2009
- 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