{"id":306,"date":"2024-01-11T18:54:39","date_gmt":"2024-01-11T11:54:39","guid":{"rendered":"https:\/\/khoacoban.ftu.edu.vn\/?p=306"},"modified":"2024-01-13T10:45:39","modified_gmt":"2024-01-13T03:45:39","slug":"gioi-thieu-mon-hoc-moi-mo-hinh-chuoi-thoi-gian-trong-kinh-te-va-kinh-doanh","status":"publish","type":"post","link":"https:\/\/cnkhdl.ftu.edu.vn\/?p=306","title":{"rendered":"Gi\u1edbi thi\u1ec7u m\u00f4n h\u1ecdc m\u1edbi: M\u00f4 h\u00ecnh chu\u1ed7i th\u1eddi gian trong kinh t\u1ebf v\u00e0 kinh doanh"},"content":{"rendered":"

L\u1edbp Gi\u1edbi thi\u1ec7u m\u00f4n h\u1ecdc m\u1edbi:<\/span><\/span> \u00a0<\/span><\/span>M\u00f4 h\u00ecnh chu\u1ed7i th\u1eddi gian trong kinh t\u1ebf v\u00e0 kinh doanh
\n<\/span><\/span>\u00a0 (<\/span><\/span>Time Series Models for Economics <\/span><\/span>and <\/span><\/span>Business)<\/span><\/span><\/p>\n

M\u00f4 h\u00ecnh chu\u1ed7i th\u1eddi gian trong kinh t\u1ebf v\u00e0 kinh doanh<\/span><\/span>– m\u00e3 h\u1ecdc ph\u1ea7n TOA206<\/span><\/span> (Time Series Models for Economics <\/span><\/span>and <\/span><\/span>Business<\/span><\/span>– TOAE206<\/span><\/span>)<\/span><\/span> l\u00e0 h\u1ecdc ph\u1ea7n <\/span><\/span>t\u1ef1 ch\u1ecdn c\u01a1 s\u1edf ng\u00e0nh cho sinh vi\u00ean chuy\u00ean Ng\u00e0nh Kinh t\u1ebf \u0111\u1ed1i ngo\u1ea1i (<\/span><\/span>H\u1ec7 t<\/span><\/span>ti\u00eau chu\u1ea9n v\u00e0 Ch\u1ea5t l\u01b0\u1ee3ng cao) do B\u1ed9 m\u00f4n To\u00e1n x\u00e2y d\u1ef1ng v\u00e0 tri\u1ec3n khai gi\u1ea3ng <\/span><\/span>b\u1eaft \u0111\u1ea7u t\u1eeb<\/span><\/span> h\u1ecdc k\u1ef3 2<\/span><\/span> n\u0103m h\u1ecdc 20<\/span><\/span>23<\/span><\/span>-20<\/span><\/span>24<\/span><\/span>.<\/span><\/span> M\u00f4n h\u1ecdc trang b\u1ecb cho sinh vi\u00ean <\/span><\/span>c\u00e1c k\u1ef9 thu\u1eadt ph\u00e2n t\u00edch th\u1ed1ng k\u00ea m\u00f4 t\u1ea3 v\u1edbi c\u00e1c lo\u1ea1i d\u1eef li\u1ec7u kh\u00e1c nhau<\/span><\/span>. <\/span><\/span>Nh\u1eadn bi\u1ebft \u0111\u01b0\u1ee3c chu\u1ed7i d\u1eebng v\u00e0 kh\u00f4ng d\u1eebng th\u00f4ng qua ph\u01b0\u01a1ng ph\u00e1p gi\u1ea3n \u0111\u1ed3 t\u1ef1 t\u01b0\u01a1ng quan c\u0169ng nh\u01b0 ph\u01b0\u01a1ng ph\u00e1p ki\u1ec3m \u0111\u1ecbnh nghi\u1ec7m \u0111\u01a1n v\u1ecb. Nh\u1eadn di\u1ec7n, \u0111\u00e1nh gi\u00e1 v\u00e0 l\u1ef1a ch\u1ecdn m\u00f4 h\u00ecnh d\u1ef1 b\u00e1o t\u1ed1t cho m\u1ed9t chu\u1ed7i d\u1eef li\u1ec7u s\u1eb5n c\u00f3<\/span><\/span>. Qua m\u00f4n h\u1ecdc n\u00e0y sinh vi\u00ean t<\/span><\/span>h\u1ef1c hi\u1ec7n \u0111\u01b0\u1ee3c c\u00e1c m\u00f4 h\u00ecnh d\u1ef1 b\u00e1o \u0111\u01a1n bi\u1ebfn theo ph\u01b0\u01a1ng ph\u00e1p Holt, Holt-Winters, v\u00e0 Box-Jenkins.<\/span><\/span> Th\u1ef1c hi\u1ec7n \u0111\u01b0\u1ee3c c\u00e1c m\u00f4 h\u00ecnh d\u1ef1 b\u00e1o theo ph\u01b0\u01a1ng ph\u00e1p <\/span><\/span>ARIMA, <\/span><\/span>ARCH, GARCH<\/span><\/span>. \u00a0M\u00f4n h\u1ecdc \u1ee9<\/span><\/span>ng d\u1ee5ng \u0111\u01b0\u1ee3c ki\u1ebfn th\u1ee9c v\u1ec1 ph\u00e2n t\u00edch nh\u00e2n qu\u1ea3 th\u00f4ng qua c\u00e1c m\u00f4 h\u00ecnh nh\u00e2n qu\u1ea3 Granger gi\u1ea3n \u0111\u01a1n, m\u00f4 h\u00ecnh hi\u1ec7u ch\u1ec9nh sai s\u1ed1 (ECM) c\u1ee7a Granger, m\u00f4 h\u00ecnh hi\u1ec7u ch\u1ec9nh sai s\u1ed1 (VECM) c\u1ee7a Pesaran, m\u00f4 h\u00ecnh nh\u00e2n qu\u1ea3 Granger m\u1edf r\u1ed9ng c\u1ee7a Toda-Yamamoto; <\/span><\/span>Gi\u1ea3i th\u00edch \u0111\u01b0\u1ee3c \u00fd ngh\u0129a v\u00e0 th\u1ef1c hi\u1ec7n \u0111\u01b0\u1ee3c c\u00e1c ph\u01b0\u01a1ng ph\u00e1p ki\u1ec3m \u0111\u1ecbnh \u0111\u1ed3ng li\u00ean k\u1ebft<\/span><\/span>. H\u1ecdc vi\u00ean khi h\u1ecdc m\u00f4n n\u00e0y c\u0169ng s<\/span><\/span>\u1eed d\u1ee5ng th\u00e0nh th\u1ea1o ph\u1ea7n m\u1ec1m Eviews<\/span><\/span> v\u00e0o gi\u1ea3i quy\u1ebft c\u00e1c b\u00e0i to\u00e1n th\u1ef1c t\u1ebf ph\u00e2n t\u00edch chu\u1ed7i th\u1eddi gian trong kinh t\u1ebf v\u00e0 kinh doanh.<\/span><\/span><\/p>\n

Danh s\u00e1ch gi\u1ea3ng vi\u00ean gi\u1ea3ng d\u1ea1y m\u00f4n h\u1ecdc:<\/span><\/span><\/p>\n\n\n\n\n\n\n\n\n\n\n\n\n
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STT<\/span><\/p>\n<\/div>\n<\/td>\n

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T\u00ean gi\u1ea3ng vi\u00ean<\/span><\/p>\n<\/div>\n<\/td>\n

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Email<\/span><\/p>\n<\/div>\n<\/td>\n

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\u0110i\u1ec7n tho\u1ea1i<\/span><\/p>\n<\/div>\n<\/td>\n<\/tr>\n

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1<\/span><\/p>\n<\/div>\n<\/td>\n

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TS Ph\u00f9ng Duy Quang<\/span><\/p>\n<\/div>\n<\/td>\n

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0912083250<\/span><\/p>\n<\/div>\n<\/td>\n<\/tr>\n

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2<\/span><\/p>\n<\/div>\n<\/td>\n

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TS Nguy\u1ec5n V\u0103n Minh<\/span><\/p>\n<\/div>\n<\/td>\n

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nguyenvanminh_math@ftu.edu.vn<\/span><\/p>\n<\/div>\n<\/td>\n

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0983000040<\/span><\/p>\n<\/div>\n<\/td>\n<\/tr>\n

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3<\/span><\/p>\n<\/div>\n<\/td>\n

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T<\/span>S Nguy\u1ec5n D\u01b0\u01a1ng Nguy\u1ec5n<\/span><\/p>\n<\/div>\n<\/td>\n

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duongnguyen<\/span>@ftu.edu.vn<\/span><\/p>\n<\/div>\n<\/td>\n

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0984328949<\/span><\/p>\n<\/div>\n<\/td>\n<\/tr>\n

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4<\/span><\/p>\n<\/div>\n<\/td>\n

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TS H\u00e0 Th\u1ecb Thu Hi\u1ec1n<\/span><\/p>\n<\/div>\n<\/td>\n

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thuhienha504@ftu.edu.vn<\/span><\/p>\n<\/div>\n<\/td>\n

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0988766050<\/span><\/p>\n<\/div>\n<\/td>\n<\/tr>\n

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5<\/span><\/p>\n<\/div>\n<\/td>\n

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T<\/span>S L\u00e2m V\u0103n S\u01a1n<\/span><\/p>\n<\/div>\n<\/td>\n

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01636969909<\/span><\/p>\n<\/div>\n<\/td>\n<\/tr>\n

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6<\/span><\/p>\n<\/div>\n<\/td>\n

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ThS Ph\u1ea1m Ng\u1ecdc Mai<\/span><\/p>\n<\/div>\n<\/td>\n

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0916831468<\/span><\/p>\n<\/div>\n<\/td>\n<\/tr>\n

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7<\/span><\/p>\n<\/div>\n<\/td>\n

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ThS V\u0169 Th\u1ecb H\u01b0\u01a1ng S\u1eafc<\/span><\/p>\n<\/div>\n<\/td>\n

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huongsac@ftu.edu.vn<\/span><\/p>\n<\/div>\n<\/td>\n

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0978952671<\/span><\/p>\n<\/div>\n<\/td>\n<\/tr>\n

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8<\/span><\/p>\n<\/div>\n<\/td>\n

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ThS Phan Th\u1ecb H\u01b0\u01a1ng<\/span><\/p>\n<\/div>\n<\/td>\n

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0977231470<\/span><\/p>\n<\/div>\n<\/td>\n<\/tr>\n

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9<\/span><\/p>\n<\/div>\n<\/td>\n

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ThS Nguy\u1ec5n H\u1eefu Th\u1ecbnh<\/span><\/p>\n<\/div>\n<\/td>\n

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0984226822<\/span><\/p>\n<\/div>\n<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n

\u0110\u1ec1 c\u01b0\u01a1ng chi ti\u1ebft<\/span><\/span> m\u00f4n h\u1ecdc<\/span><\/span> (file \u0111\u00ednh k\u00e8m)<\/span><\/strong><\/span><\/span><\/a><\/p>\n","protected":false},"excerpt":{"rendered":"

L\u1edbp Gi\u1edbi thi\u1ec7u m\u00f4n h\u1ecdc m\u1edbi: \u00a0M\u00f4 h\u00ecnh chu\u1ed7i th\u1eddi gian trong kinh t\u1ebf v\u00e0 kinh doanh \u00a0 (Time Series Models for Economics and Business) M\u00f4 h\u00ecnh chu\u1ed7i th\u1eddi gian trong kinh t\u1ebf v\u00e0 kinh doanh– m\u00e3 h\u1ecdc ph\u1ea7n TOA206 (Time Series Models for Economics and Business– TOAE206) l\u00e0 h\u1ecdc ph\u1ea7n t\u1ef1 ch\u1ecdn c\u01a1 s\u1edf […]<\/p>\n","protected":false},"author":2,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[13],"tags":[],"class_list":{"0":"post-306","1":"post","2":"type-post","3":"status-publish","4":"format-standard","6":"category-tin-tuc"},"_links":{"self":[{"href":"https:\/\/cnkhdl.ftu.edu.vn\/index.php?rest_route=\/wp\/v2\/posts\/306","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/cnkhdl.ftu.edu.vn\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/cnkhdl.ftu.edu.vn\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/cnkhdl.ftu.edu.vn\/index.php?rest_route=\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/cnkhdl.ftu.edu.vn\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=306"}],"version-history":[{"count":7,"href":"https:\/\/cnkhdl.ftu.edu.vn\/index.php?rest_route=\/wp\/v2\/posts\/306\/revisions"}],"predecessor-version":[{"id":342,"href":"https:\/\/cnkhdl.ftu.edu.vn\/index.php?rest_route=\/wp\/v2\/posts\/306\/revisions\/342"}],"wp:attachment":[{"href":"https:\/\/cnkhdl.ftu.edu.vn\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=306"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/cnkhdl.ftu.edu.vn\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=306"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/cnkhdl.ftu.edu.vn\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=306"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}