№ |
Practical topics |
Content |
Section 1. Introduction to econometrics |
1.2 |
Laws of distribution of random variables. Statistical conclusions: estimates and hypothesis testing |
Practical lesson № 1. Analysis of the distribution of statistical data sets. |
Practical lesson № 2. Testing the hypothesis of the coincidence of the regression equations for two samples. |
Section 2. Regression models |
2.1 |
Paired, multiple linear regression. Nonlinear regression |
Practical lesson № 3. Building a linear regression model. |
Practical lesson № 4. Using the Box-Cox and Paul Zarembka tests to select a regression model. |
2.2 |
Checking the overall quality of the regression equation |
Practical lesson № 5. Gauss-Markov Prerequisites. |
Practical lesson № 6. Checking the predictive qualities of the regression equation. |
Practical lesson № 7. Time series forecasting based on regression equations. |
Section 3. Background of the least squares method. |
3.1 |
Heteroscedasticity |
Practical lesson № 8. Methods for detecting heteroscedasticity. |
3.2 |
Autocorrelation |
Practical lesson № 9. Autocorrelation detection methods. |
3.3 |
Multicollinearity |
Practical lesson № 10. Multicollinearity detection and mitigation methods. |