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Studijní materiály ke kurzu 4EK417 Praktikum z ekonometrie

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Praktikum z ekonometrie (4EK417)


Seminar held by:
Tomas Formanek
Department of Econometrics
Faculty of Informatics and Statistics
University of Economics, Prague


Requirements and classification


Seminar paper


Home assignments



Block 1: Data handling in R

  • Data manipulation and visualization basics
  • Markdown and Quarto for data & output presentation
  • Introduction to Tidyverse packages tidyr, dplyr, ggplot2, pipe operator %>%
  • Importing data from major databases (Eurostat, IMF, Yahoo finance, etc.)
  • Missing data, multiple imputation

Materials for Block 1

Supporting materials for Block 1


Block 2: Spatial analysis and spatial econometrics

  • Spatial data: basic descriptive analysis
  • Spatial data: advanced visualization (choropleths, sf package)
  • Spatial econometrics
    • Cross-sectional data
    • Panel data
    • Advanced topics (spatial filtering)

Materials for Block 2

Supporting materials for Block 2


Block 3: Model specification choice methods & extensions to linear models

Model selection

  • Theoretical approach: specific-to-general, general-to-specific
  • Stepwise model selection

Model selection & regularization

  • Penalized regression
  • Dimension reduction: PCR & PLS

Moving beyond linearity

  • Quantile regression (quick repetition)
  • Polynomial and step regression
  • Regression splines, smoothing splines
  • Local regression
  • Generalized Additive Models (GAM)

Materials for Block 3

Supporting materials for Block 3


Block 4: Linear Mixed Effect models

  • Introduction to linear mixed effects models
    • Longitudinal data
    • Hierarchical models

Materials for Block 4

Supporting materials for Block 4


Block 5: Models for binary & limited dependent variables

Materials for Block 5

Supporting materials for Block 5


Block 6: Treatment effects analysis

Materials for Block 6

Supporting materials for Block 6


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