Econometrics and econometric modeling

2021 ◽  
Author(s):  
Lyudmila Babeshko ◽  
Mihail Bich ◽  
Irina Orlova

The textbook covers a wide range of issues related to econometric modeling. Regression models are the core of econometric modeling, so the issues of their evaluation, testing of assumptions, adjustment and verification are given a significant place. Various aspects of multiple regression models are included: multicollinearity, dummy variables, and lag structure of variables. Methods of linearization and estimation of nonlinear models are considered. An apparatus for evaluating systems of simultaneous and apparently unrelated equations is presented. Attention is paid to time series models. Detailed solutions of the examples in Excel and the R software environment are included. Meets the requirements of the federal state educational standards of higher education of the latest generation. For undergraduate and graduate students studying in the field of "Economics", the curriculum of which includes the disciplines "Econometrics"," Econometric Modeling","Econometric research".

2020 ◽  
Author(s):  
Lyudmila Babeshko ◽  
Irina Orlova

The textbook includes topics of modern econometrics, often used in economic research. Some aspects of multiple regression models related to the problem of multicollinearity and models with a discrete dependent variable are considered, including methods for their estimation, analysis, and application. A significant place is given to the analysis of models of one-dimensional and multidimensional time series. Modern ideas about the deterministic and stochastic nature of the trend are considered. Methods of statistical identification of the trend type are studied. Attention is paid to the evaluation, analysis, and practical implementation of Box — Jenkins stationary time series models, as well as multidimensional time series models: vector autoregressive models and vector error correction models. It includes basic econometric models for panel data that have been widely used in recent decades, as well as formal tests for selecting models based on their hierarchical structure. Each section provides examples of evaluating, analyzing, and testing models in the R software environment. Meets the requirements of the Federal state educational standards of higher education of the latest generation. It is addressed to master's students studying in the Field of Economics, the curriculum of which includes the disciplines Econometrics (advanced course)", "Econometric modeling", "Econometric research", and graduate students."


2021 ◽  
Author(s):  
Elena Gerasimova

The textbook comprehensively describes the basics of the theory of economic analysis and the practice of applying analytical approaches to economic entities of various types. It consists of three interrelated sections that reveal a comprehensive and systematic approach to conducting economic analysis. The practical part of the textbook includes exercises, examples of solving situational problems and tasks for independent solution. Meets the requirements of the federal state educational standards of secondary vocational education of the latest generation. For students of secondary vocational education institutions studying in the specialty 38.02.07 "Banking". It can be useful for undergraduate students studying in the areas of 38.03.01 " Economics "and 38.03.02" Management", specialists in the field of analysis of the activities of organizations, a wide range of readers interested in the problems of analysis of the activities of economic entities.


2016 ◽  
Vol 5 (3) ◽  
pp. 141-147
Author(s):  
Vladimir Nicolaevich Aniskin ◽  
Elena Nicolaevna Ryabinova

The analysis of federal state educational standards for all steps of existing educational system shows that meta-subject approach in learning and bringing up activity is becoming more urgent. Orientation to the key strategic priority of continuous education such as bringing up activity and forming the ability to study are also urgent. The main types of universal studying activities are analyzed: personal, subject, meta-subject results; usage of learning activity matrix during the process of study. Federal State Educational Standard of basic common education sets the demands to personal, meta-subject and subject results of learning after basic educational program of secondary education. So, according to the succession principle we should develop the competence of the students following these three directions transforming them into educational environment of the university. Thus, meta-subject competence should include ability to use intersubject definitions and universal learning activities performing them at learning, knowledge and social practice. The achievement of meta-subject results is connected with the nature of universal activity. The basis of nature-coordinated education should lie in basic values - and the most important is morality which is formed from the human nature. That is why the standards of the second generation formulate four blocks of universal learning activities: personal, regulative, common knowledge and communicative. According to their nature meta-subject activities are functional-oriented ones and they form the psychological basis and determining condition of subject task solution success. Meta-subject competence development supposes various forms of studying process organization. One of such organization forms can be the business game which can be used as the means of diagnosis and forecast of personal behavior in various situations. Project technology is also aimed to develop wide range of competence and creative abilities and that is why it suggests the integrity of research, searching, problem solving and comparison methods. It has been shown that nowadays the role of each course in meta-subject competence development has been growing rapidly.


2021 ◽  
Vol 72 ◽  
pp. 901-942
Author(s):  
Aliaksandr Hubin ◽  
Geir Storvik ◽  
Florian Frommlet

Regression models are used in a wide range of applications providing a powerful scientific tool for researchers from different fields. Linear, or simple parametric, models are often not sufficient to describe complex relationships between input variables and a response. Such relationships can be better described through  flexible approaches such as neural networks, but this results in less interpretable models and potential overfitting. Alternatively, specific parametric nonlinear functions can be used, but the specification of such functions is in general complicated. In this paper, we introduce a  flexible approach for the construction and selection of highly  flexible nonlinear parametric regression models. Nonlinear features are generated hierarchically, similarly to deep learning, but have additional  flexibility on the possible types of features to be considered. This  flexibility, combined with variable selection, allows us to find a small set of important features and thereby more interpretable models. Within the space of possible functions, a Bayesian approach, introducing priors for functions based on their complexity, is considered. A genetically modi ed mode jumping Markov chain Monte Carlo algorithm is adopted to perform Bayesian inference and estimate posterior probabilities for model averaging. In various applications, we illustrate how our approach is used to obtain meaningful nonlinear models. Additionally, we compare its predictive performance with several machine learning algorithms.  


2016 ◽  
Vol 5 (2) ◽  
pp. 189-194
Author(s):  
Nina Alexandrovna Timoschuk

Federal State Educational Standard of basic common education sets the demands to personal, meta-subject and subject results of learning after basic educational program of common education. So, according to the succession principle we should develop the competence of the students following these three directions transforming them into educational environment of the university. Thus, meta-subject competence should include ability to use intersubject definitions and universal learning activities performing them at learning, knowledge and social practice. The achievement of meta-subject results is connected with the nature of universal activity. The basis of nature-coordinated education should be basic values - and the most important is morality which is formed from the human nature. That is why the standards of the second generation formulate four blocks of universal learning activities: personal, regulative, common knowledge and communicative. According to their nature meta-subject activities are functional-oriented ones and they form the psychological basis and determine condition of the success of subject task solution. Meta-subject competence development supposes various forms of studying process organization. Problem learning implies active interrelation of the subjects of learning process allowing to form such students categories as readiness, activeness, ability to appreciate which are the key ones for the term competence. One of such organization forms can be the business game which can be used as the means of diagnosis and forecast of personal behavior in various situations. Project technology is also aimed to develop wide range of competence and creative abilities and that is why it suggests the integrity of research, searching, problem solving and comparison methods. It has been shown that nowadays the role of each discipline in meta-subject competence development has been growing rapidly.


2020 ◽  
Author(s):  
Vyacheslav Cheglov

The textbook summarizes the author's twenty-year experience in such large network trading companies as Klass, PFC BIN, and X5 Retail Group. It is written in accordance with the curriculum and educational and methodological complex for the discipline "Economic activity of retail chains", which is part of the cycle of academic disciplines of the master's program "Organization and technology of trade business", direction "trade business". Covers a wide range of issues related to the theory and practice of network retail enterprises. Introduces readers to the forms of network business organization in retail, modern formats of retail trade, the organization of the trading process on the network principle and its features, current regulatory legal acts regulating the activities of network retail companies. Meets the requirements of Federal state educational standards of higher education of the latest generation. For students of economic and trade universities, students of universities and training centers of retail trading companies, managers engaged in retail.


2019 ◽  
Author(s):  
Viktor Kankye

The textbook analyzes the status of modern ethics of responsibility, its liberation from metaphysical layers. From these positions the place of ethics of responsibility in the system of modern philosophical and special scientific knowledge is consistently considered. It is interpreted as the pinnacle of the development of axiological Sciences. Meets the requirements of the Federal state educational standards of higher education of the last generation. For students enrolled in an enlarged group of training areas 47.03.00 "Philosophy, ethics and religious studies". It is of interest to students of other areas of training, graduate students, philosophers, scientists, a wide range of readers and all those who are interested in the latest achievements of modern science, including philosophy.


Author(s):  
Марина Чараева ◽  
Marina Charaeva

Covers the basics of real investment in the Russian Federation as the basis of economic development of the country. Examines the major categories of investments, investment policy, investment climate in Russia, the basic approaches and techniques. Highlights the features of investment activity of commercial enterprises, the formation of investment strategies, strategic human resource management in the investment process. In the conditions of innovative development of the Russian economy the special relevance of investment planning and business planning at the enterprises. Reveal the financial potential of investment activity and portfolio investment projects. The wide range of topics related to the evaluation of the effectiveness and riskiness of investment projects. Meets the current requirements of the Federal state educational standard of higher education. For undergraduate and graduate students in the areas of economic and managerial profile of the students, teachers and listeners of system of additional professional education.


Author(s):  
Svetlana A. Smirnova

The article deals with the question of teaching a foreign language in high school according to the requirements of the new federal state educational standard 3++ according to which the emphasis in training is on business and professional communication. The potential of using a foreign language as a means of forming universal competences declared by the Federal educational standard of the new generation is also studied. The article describes the methods of teaching a foreign language and the likely area of knowledge and skills obtained as a result of training. It is mentioned the importance of international cooperation and special attention to the development of skills and abilities of oral speech, as well as the task of taking into account intercultural differences in the process of communication with representatives of other cultures. In order to simulate academic and professional communication in the classroom the article offers a wide range of exercises for training, which stimulate authentic intercultural business communication study, which is designed to help graduates in their professional activities.


Author(s):  
N. Vtyurina

The university libraries are to support traditional and digital access to the learning, academic, research and information resources and to maintain modern information and library space. According to the Federal State Educational Standard (FGOS), and due to the growth of distance learning forms, the students must have access to the wide range of digital resources. Thus, along with subscribing to external digital library systems and databases, Novosibirsk State Pedagogical University Library maintains the University’s digital library system. The author discusses new approaches and solutions for designing repositories and organization of information resources, methods and instruments for users to access them. As the case study of Novosibirsk State Pedagogical University, acquisition of the University’s Digital Library System collection is discussed as well as the Interuniveristy E-library which is the integrated union database of universities’ digital documents providing general access to the digital resources of the member universities. The membership in the Interuniveristy E-library enables universities to support educational programs with electronic resources; enables students, post-graduates and the faculty to keep track of digital publications by the member universities; provides the platform for the faculty to place on and to promote their works.


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