ECONOMETRICS
Organizational Class
Bachelor Studies in Finance 2011/2012
Anna Król
Chair of Econometrics
University of Economics
7th February 2012
Issues
1
Contact Information
2
Internet Site
3
Organization of the Classes
4
Materials
5
Recomended Textbooks
6
Grading
Anna Król Organizational Class, Summer Term 2012
Contact Information
Internet Site
Organization of the Classes
Materials
Recomended Textbooks
Grading
Contact Information
Mgr Anna Król
Wrocław University of Technology
E-mail: [e-mail]
Phone: [phone]
Office hours: Wednesday, 11:30  12:30, Building Z, room 313
Anna Król Organizational Class, Summer Term 2012
Contact Information
Internet Site
Organization of the Classes
Materials
Recomended Textbooks
Grading
Internet Site
www.ekonometria.ue.wroc.pl
English version
Information
Econometrics (BSiF)
Econometrics textbooks reviews
Polish-English and English-Polish dictionary of econometrical
and statistical terms
Polish version
Links (data bases, textbooks, econometrics software and
more)
Anna Król Organizational Class, Summer Term 2012
Contact Information
Internet Site
Organization of the Classes Classes
Materials Computer Classes
Recomended Textbooks
Grading
General rules
General rules
Presence is not compulsory.
Classes will only take place if there is
minimum 5 students present.
You must be prepared.
If You want to participate in the classes at
given day, You must be present on both
classes and computer classes.
We use English language only.
Anna Król Organizational Class, Summer Term 2012
Contact Information
Internet Site
Organization of the Classes Classes
Materials Computer Classes
Recomended Textbooks
Grading
Course prerequisits
Prerequisits for econometrics course*
Mathematics
Matrix algebra
Deriviation and integration
Statistics
Distributions
Estimation
Hypothesis testing principles
Information technologies (MS Excel)
Macroeconomy, Microeconomy, Finance (general knowledge)
* If You do not have this knowledge (especially in Mathematics and Statistics), then
You are STRONGLY advised to take adequate course and/or to read the adequate
introductory chapters/appendixes that may be found in most econometrics textbooks.
Anna Król Organizational Class, Summer Term 2012
Contact Information
Internet Site
Organization of the Classes Classes
Materials Computer Classes
Recomended Textbooks
Grading
Classes
group 1: Tuesday, 11:15 - 12:45, room 215 Z
group 2: Wednesday, 12:30 - 14:00, room 215 Z
Anna Król Organizational Class, Summer Term 2012
Contact Information
Internet Site
Organization of the Classes Classes
Materials Computer Classes
Recomended Textbooks
Grading
Classes
group 1: Tuesday, 11:15 - 12:45, room 215 Z
group 2: Wednesday, 12:30 - 14:00, room 215 Z
Anna Król Organizational Class, Summer Term 2012
Contact Information
Internet Site
Organization of the Classes Classes
Materials Computer Classes
Recomended Textbooks
Grading
Classes
group 1: Tuesday, 11:15 - 12:45, room 215 Z
group 2: Wednesday, 12:30 - 14:00, room 215 Z
Activities during classes
1
Volunteers present solution of selected exercises
2
Students solve other exercises / problems
Anna Król Organizational Class, Summer Term 2012
Contact Information
Internet Site
Organization of the Classes Classes
Materials Computer Classes
Recomended Textbooks
Grading
Classes
group 1: Tuesday, 11:15 - 12:45, room 215 Z
group 2: Wednesday, 12:30 - 14:00, room 215 Z
Activities during classes
1
Volunteers present solution of selected exercises
2
Students solve other exercises / problems
Materials provided in advance
Exercises for presentation
Other exercises
Anna Król Organizational Class, Summer Term 2012
Contact Information
Internet Site
Organization of the Classes Classes
Materials Computer Classes
Recomended Textbooks
Grading
Classes
Presentation
Presentation is compulsory.
Max. 25 minutes.
The goal is to explain the problem and its solution.
Grading: correctness of solutions, clarity of argumentation
and reasoning in explaining solutions, the presentation
technique.
All students are strongly advised to get familiar with the
exercises for presentation in order to be able to follow the
presentation and ask questions.
If less than 5 students are present, the students are obliged to
send their solutions in written form via e-mail.
Anna Król Organizational Class, Summer Term 2012
Contact Information
Internet Site
Organization of the Classes Classes
Materials Computer Classes
Recomended Textbooks
Grading
Computer Classes
Starting: next week (group 1: 14.02; group 2: 15.02)
group 1: Tuesday, 9:45 - 11:15, room 1 Z
group 2: Wednesday, 14:00 - 15:30, room 302 Z
Anna Król Organizational Class, Summer Term 2012
Contact Information
Internet Site
Organization of the Classes Classes
Materials Computer Classes
Recomended Textbooks
Grading
Computer Classes
Starting: next week (group 1: 14.02; group 2: 15.02)
group 1: Tuesday, 9:45 - 11:15, room 1 Z
group 2: Wednesday, 14:00 - 15:30, room 302 Z
Activities during laboratories
Solving case study (individually or in small groups (max. 2
persons)) using Computer Software (MS Excel and Gnu
Regression, Econometrics and Time-series Library GRETL)
Anna Król Organizational Class, Summer Term 2012
Contact Information
Internet Site
Organization of the Classes
Materials
Recomended Textbooks
Grading
Materials
Provided at www.ekonometria.ue.wroc.pl (English version)
Econometrics (BSiF)
Syllabus for classes, syllabus for computer classes
Exercises for each class (including exercises for presentation)
Data sets for exercises
Exercises for computer classes (case studies)
Data sets for computer classes
Solutions for chosen exercises
Additional materials
Anna Król Organizational Class, Summer Term 2012
Contact Information
Internet Site
Organization of the Classes
Materials
Recomended Textbooks
Grading
Textbooks I
Chris Brooks.
Introductory Econometrics for Finance 2e.
Cambridge University Press, 2008.
Russell Davidson and James G MacKinnon.
Econometric Theory and Methods.
Oxford University Press, 2004.
Christopher Dougherty.
Introductory Econometrics for Finance 3e.
Oxford University Press, 2006.
Anna Król Organizational Class, Summer Term 2012
Contact Information
Internet Site
Organization of the Classes
Materials
Recomended Textbooks
Grading
Textbooks II
William H. Greene.
Econometric Analysis 6e.
Prentice Hall, 2008.
Jack Johnston and John Dinardo.
Econometrics Methods.
McGraw-Hill/Irwin, 1996.
G. S. Maddala.
Introduction to Econometrics 3e.
John Wiley & Sons, 2001.
Anna Król Organizational Class, Summer Term 2012
Contact Information
Internet Site
Organization of the Classes
Materials
Recomended Textbooks
Grading
Points
Presentation: 10 points
Final examination during classes: 30 points (min. 12 points)
Final examination during computer calsses: 20 points (min. 8
points)
Total: 60 points
Anna Król Organizational Class, Summer Term 2012
Contact Information
Internet Site
Organization of the Classes
Materials
Recomended Textbooks
Grading
Points
Presentation: 10 points
Final examination during classes: 30 points (min. 12 points)
Final examination during computer calsses: 20 points (min. 8
points)
Total: 60 points
Anna Król Organizational Class, Summer Term 2012
Contact Information
Internet Site
Organization of the Classes
Materials
Recomended Textbooks
Grading
Points
Presentation: 10 points
Final examination during classes: 30 points (min. 12 points)
Final examination during computer calsses: 20 points (min. 8
points)
Total: 60 points
Anna Król Organizational Class, Summer Term 2012
Contact Information
Internet Site
Organization of the Classes
Materials
Recomended Textbooks
Grading
Grading scale
Grading scale
<20; 27) 3.0
<28; 35) 3.5
<36; 43) 4.0
<44; 51) 4.5
<52; 60) 5.0
Anna Król Organizational Class, Summer Term 2012
Questions ... ?
Thank You for Your kind attention.
Anna Król Organizational Class, Summer Term 2012