Dekorationsartikel gehören nicht zum Leistungsumfang.
Forecasting from Multi-equation Econometric Micromodels
Buch von Jerzy Witold Wi¿niewski
Sprache: Englisch

85,70 €*

inkl. MwSt.

Versandkostenfrei per Post / DHL

Lieferzeit 2-3 Wochen

Kategorien:
Beschreibung
Forecasting from multi-equation models has very rarely been the focus in econometric literature. In response, this book presents a range of methodologies to approach this complex field and offers readers essential information on forecasting from multi-equation econometric micromodels.
In the twentieth century, significant interest in econometric macromodels emerged. These multi-equation models are mostly systems of interdependent equations, most often used to describe the national economies of various countries. The book analyzes econometric forecasting procedures and illustrates them with empirical examples that are based on real economic (mostly business-derived) data. The procedure of forecast building from systems of interdependent equations is presented for two categories of econometric models: models with a feedback effect and models with closed-loop links between interdependent variables.
The forecasts obtained via this technique are compared with the results derived from reduced-form equations of the respective econometric model. The author also generalizes the rules of the reduced-recursive (helical, iterative) procedure application, against the backdrop of the proposed method of forecast building from reduced-form equations of systems of interdependent equations. Given its scope, the book will appeal not only to PhD students and researchers, but also undergraduate students and academics in general.
Forecasting from multi-equation models has very rarely been the focus in econometric literature. In response, this book presents a range of methodologies to approach this complex field and offers readers essential information on forecasting from multi-equation econometric micromodels.
In the twentieth century, significant interest in econometric macromodels emerged. These multi-equation models are mostly systems of interdependent equations, most often used to describe the national economies of various countries. The book analyzes econometric forecasting procedures and illustrates them with empirical examples that are based on real economic (mostly business-derived) data. The procedure of forecast building from systems of interdependent equations is presented for two categories of econometric models: models with a feedback effect and models with closed-loop links between interdependent variables.
The forecasts obtained via this technique are compared with the results derived from reduced-form equations of the respective econometric model. The author also generalizes the rules of the reduced-recursive (helical, iterative) procedure application, against the backdrop of the proposed method of forecast building from reduced-form equations of systems of interdependent equations. Given its scope, the book will appeal not only to PhD students and researchers, but also undergraduate students and academics in general.
Über den Autor

Jerzy Witold Wi¿niewski is full professor at the Nicolaus Copernicus University in Torü (Poland), He has authored over 150 scientific papers in the field of econometrics and statistics His main research focus is on micro-econometrics.

Zusammenfassung

Explains the complexity of the topics in an accesible and readible manner

Includes empirical examples that are based on real data

Provides an overview of the different types of forecasting models

Inhaltsverzeichnis

Chapter 1. Single-equation Econometric Model.- Chapter 2. Multi-equation Econometric Models.- Chapter 3. Econometric Forecasts.- Chapter 4. Forecasting From Simple Econometric Micromodels.- Chapter 5. Forecasts From Recursive Econometric Micromodels.- Chapter 6. Forecasting From Econometric Micromodels in the Form of a System of Interdependent Equations.

Details
Erscheinungsjahr: 2023
Fachbereich: Volkswirtschaft
Genre: Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Buch
Seiten: 156
Reihe: Contributions to Economics
Inhalt: viii
148 S.
9 s/w Illustr.
53 farbige Illustr.
148 p. 62 illus.
53 illus. in color.
ISBN-13: 9783031274916
ISBN-10: 3031274911
Sprache: Englisch
Ausstattung / Beilage: HC runder Rücken kaschiert
Einband: Gebunden
Autor: Wi¿niewski, Jerzy Witold
Auflage: 1st ed. 2023
Hersteller: Springer Nature Switzerland
Springer International Publishing
Contributions to Economics
Maße: 241 x 160 x 15 mm
Von/Mit: Jerzy Witold Wi¿niewski
Erscheinungsdatum: 12.05.2023
Gewicht: 0,407 kg
preigu-id: 126494859
Über den Autor

Jerzy Witold Wi¿niewski is full professor at the Nicolaus Copernicus University in Torü (Poland), He has authored over 150 scientific papers in the field of econometrics and statistics His main research focus is on micro-econometrics.

Zusammenfassung

Explains the complexity of the topics in an accesible and readible manner

Includes empirical examples that are based on real data

Provides an overview of the different types of forecasting models

Inhaltsverzeichnis

Chapter 1. Single-equation Econometric Model.- Chapter 2. Multi-equation Econometric Models.- Chapter 3. Econometric Forecasts.- Chapter 4. Forecasting From Simple Econometric Micromodels.- Chapter 5. Forecasts From Recursive Econometric Micromodels.- Chapter 6. Forecasting From Econometric Micromodels in the Form of a System of Interdependent Equations.

Details
Erscheinungsjahr: 2023
Fachbereich: Volkswirtschaft
Genre: Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Buch
Seiten: 156
Reihe: Contributions to Economics
Inhalt: viii
148 S.
9 s/w Illustr.
53 farbige Illustr.
148 p. 62 illus.
53 illus. in color.
ISBN-13: 9783031274916
ISBN-10: 3031274911
Sprache: Englisch
Ausstattung / Beilage: HC runder Rücken kaschiert
Einband: Gebunden
Autor: Wi¿niewski, Jerzy Witold
Auflage: 1st ed. 2023
Hersteller: Springer Nature Switzerland
Springer International Publishing
Contributions to Economics
Maße: 241 x 160 x 15 mm
Von/Mit: Jerzy Witold Wi¿niewski
Erscheinungsdatum: 12.05.2023
Gewicht: 0,407 kg
preigu-id: 126494859
Warnhinweis

Ähnliche Produkte

Ähnliche Produkte