Ekonometria. Zbiór zadań
Publication date: 2010
Place publication: Warszawa
Publication: I
Binding: paperback
The collection of exercises is a supplement to the manual entitled Econometry. “Methods and their application” by Aleksander Welfe, although it may well be used independently as an educational aid in courses of econometry. Every chapter is preceded by solved exercises and followed by answers and indications to exercises. The exercises may be solved using a calculator or a computer, using software that supports operations made on vectors and matrices. An emphasis is mainly put upon application of econometric methods.
Spis treściWstęp
1. Klasyczny model regresji liniowej - przypadek jednej zmiennej objaśniającej
2. Klasyczny model regresji liniowej - przypadek wielu zmiennych objaśniających
3. Metoda największej wiarygodności
4. Autokorelacja
5. Heteroskedastyczność
6. Współliniowość
7. Modele specjalne
8. Prognozy na podstawie modeli jednorównaniowych
9. Modele wielorównaniowe o równaniach współzależnych
10. Symulacje i wykorzystanie modeli wielorównaniowych
11. Modelowanie na podstawie szeregów niestacjonarnych
Bibliografia ważniejszych zbiorów zadań z ekonometrii wydanych w Polsce
Aleksander Welfe — economist and econometrician, full professor since 1996, member of the Polish Academy of Sciences (the President of its division in Lodz). Employed in the University of Lodz where he heads the Chair of Econometric Models and Forecasts, and in the Warsaw School of Economics. Editor (Associate Editor) of “Economic Modelling” and Editor-in-chief of “Central European Journal of Economic Modelling and Econometrics” (CEJEME). Organizer of cyclical scientific conferences and animator of scientific life, eagerly involving in science disseminating and popularizing activities and initiatives targeted at young scholars. Headed numerous research programs of the Committee of Scientific Research, NCN and the European Union. Author of over 130 scientific articles in reviewed national and foreign magazines, as well as over a dozen monographs. Specialized in the theory of econometrics, econometric modelling, as well as utilization of models in forecasting of macroeconomic processes and simulating analyzes in alternative economic policies.
For more, see: http://www.econometrics.uni.lodz.pl/profiles.aspx?id=1&tab=2
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