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Empirical Analysis of Prague Flat Market
Sklenářová, Tereza ; Křehlík, Tomáš (advisor) ; Vozková, Karolína (referee)
The purpose of this work is to model the prices of real estate, concretely of Prague flats, which belong to the most important economic indicators. In the theoretical part, the main housing market participants are defined, special features of housing markets are described and most frequently used valuation methods are discussed. Most attention is focused on so called hedonic pricing model, which is applied as a base for the pricing equation in the econometric part. This is carried on various subsets of public available data regarding the characteristics of Prague flats, using ordinary least squares as well as weighted least squares. Several hypotheses about the relationship between the price and the explanatory variables are tested before creating the final model. The results are commented and compared with literature concerned with the same topic in other locations.
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Bank's Liquidity in Ukraine shortly before and during Political Instability of 2013-2015
Efros, Ganna ; Brushko, Iuliia (advisor) ; Chytilová, Julie (referee)
This thesis discusses causes of the liquidity crises in Ukraine. The topic is covered from both theoretical and practical point of view. The discussions on the policies implemented by Central Bank are presented as well as the analyses for three liquidity ratios, using time series data and ordinary least squares. The main hypotheses of the thesis are: there is a positive correlation between the liquidity level and proportion of foreign capital to total bank capital; higher capital adequacy ratio leads to better liquidity ratios; liquidity is procyclic and thus depends positively on the economic growth of the country and we presume negative correlation between discount rate and liquidity. In addition to the aforementioned hypotheses, we also examine the effect of additional explanatory variables such as inflation, total assets of banking sector, spread between loans and deposits, ratio of non-performing loans to capital, unemployment rate, returns on assets and equity, and investment in securities. The quick liquidity ratio, short-term liquidity ratio, and current ratio are used as dependent variables and separate model is constructed for each of them.
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Least Squares Alternatives
Gerthofer, Michal ; Pešta, Michal (advisor) ; Kulich, Michal (referee)
In the present thesis we deal with the linear regression models based on least squares. These methods are discussed in two groups. The first one focuses on three primary aproaches devided by occurrence of errors in variables. The traditional approach penalizes only the misfit in the de- pendent variable part and is called the ordinary least squares (OLS). An opposite case to the OLS is represented by the data least squares (DLS), which allow corrections only in the explanatory variables. Consecutively, we concentrate ourselves on the total least squares approach (TLS) mi- nimizing the squares of errors in the values of both dependent and independent variables. Finally, we give attention to next group of methods whit high breakdown point, which deal with signifi- cance of the individual observations (least weighted squares) and elimination of outlying obser- vations (least trimmed squares). The main purpose of this work is to describe and compare these models, their assumptions, characteristics, properties of estimates and show them on real data. 1
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Estimation and goodness-of-fit criteria in logistic regression model
Ondrušková, Markéta ; Hanzák, Tomáš (advisor) ; Zvára, Karel (referee)
In this bachelor thesis we describe binary logistic regression model and estimation of model's parameters by maximum likelihood method. Then we propose algorithm for the least squares method. In the goodness-of-fit criteria part we define Lorenz curve, Gini coefficient, C-statistics, Kolmogorov-Smirnov statistics and coefficient of determination R2 . We derive their relation to different sample coefficients of correlation. We derive typical relation between Gini coeffi- cient, Kolmogorov-Smirnov statistics and newly also coefficient of determination R2 via model of normally distributed score of bad and good clients. These derived teoretical results are verified on three real data sets. Keywords: Binary logistic regression, maximum likelihood, ordinary least squa- res, Gini coefficient, coefficient of determination. 1
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Econometric analysis of marihuana seizures in selected states of the world
Zharikov, Oleksandr ; Dlouhá, Zuzana (advisor) ; Čížek, Ondřej (referee)
Nowadays the drug question is one of the most debatable problems in our society. Marijuana is the most common type of illegal drugs. The volume of confiscated marijuana is one of the most important indicators, which helps to determine the real situation on the black market of marijuana. This bachelor's thesis concerns with the econometric analysis of the most important factors influencing the volume of marijuana seizures. At the beginning, it presents the methodology later applied to the data set and variables relevant the problem. The next section is an application part where there are introduced econometric models which help to discover and quantify influences of the variables. The last part is conclusion where the results of analysis are evaluated and interpreted.
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Applying geographically weighted regression in regional development
ŠINDLER, Milan
This thesis deals with the modelling of applying techniques of ordinary least squares method and geographically weighted regression for all administrative divisions of the Czech Republic using ArcGIS software. In general this thesis introduces a GWR method which partially solves the problems associated with the analysis of spatial data. The research compares benefits of using geographically weighted regression with spatial data compared with linear regression in thesis conclusion.
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Analysis of attendance on home games of Slovakian national football team
Dzurovčin, Martin ; Koubek, Ivo (advisor) ; Babin, Jan (referee)
This paper deals with factors affecting home games of Slovakian national football team from 1994 to 2015. The dataset is containing 100 observations,which are examined through the econometric analysis. Ticket prices before 2002 was unable to discover, although the rest had demonstrated that the impact of the price of tickets for the match attendance is irrelevant. An important factor has proven fact ,that a qualifying games were more attended , than friendly games (22 % less). The assumption that if the opponents of the Slovak representation is rival from the Czech Republic are confirmed . These games attends an average of 24 % more than others. Another important variable was when the match was played in Bratislava, it was on 13 % less attended than the games played in other Slovak cities.
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Can you raise your expected points earned at state leaving exam by the selection of the school?
Brabec, Jan ; Kovanda, Lukáš (advisor) ; Čermáková, Klára (referee)
In my bachelor's thesis I examine the various characteristics of grammar schools' influence on students' success regarding the state leaving exam. Specifically, if the applicant can raise his or her expected points earned simply by the mere selection of the school. I work with data from the 2011 and 2012 graduation years and I concentrate on the average scores in Czech language and literature, English and math. Econometric analysis shows that some variables do have an effect on students' results. Playing the most significant roles are class size (positive effect), instructor qualification (positive effect) and religious affiliation (negative effect).
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