Applied Econometrics Welcome to UTIA（应用计量经济学欢迎UTIA）.pdfVIP

Applied Econometrics Applied Econometrics Lecture 1 Introduction, OLS and basics (Revision)* Please note that for interactive manipulation you need Mathematica 6 version of this .pdf. Mathematica 6 will be available soon at all Labs Computers at IES ¢ | £ 2 Lecture_1.cdf Organization Summer semester, every Thursday 17:00 – Lecture (room 206) 18:30 – Seminar1 (room 016) after lecture students with surnames from A to K 12:30 – Seminar2 (room 016) students with surnames from L to Z IES, Opletalova 26, Prague 1 BOTH SEMINARS START NEXT WEEK ! ¢ | £ Lecture_1.cdf 3 Organization Lecturers Jozef Baruník (barunik@fsv.cuni.cz) Jaromír Baxa (jaromir.baxa@centrum.cz) Roman Horváth (roman.horvath@) Jirka Kukacka (jiri.kukacka@) Marek Rusnák (jiri.kukacka@) MA course, Alt A type, 5 credits Course web, where all lecture notes, seminar materials, data are stored: http ://ies.fsv.cuni.cz/en/syllab/JEM 116 ¢ | £ 4 Lecture_1.cdf The course is about... „ Practical use of econometric methods „ The lectures are supplemented by computer classes, where students gain hands-on experience in economet- ric analysis „ Main focus on time series techniques „ You will see applications such as forecasting volatility, modeling inflation or exchange rate volatility „ The course is especially suited