Modele z parametrami strukturalnymi generowanymi przez niestacjonarny proces stochastyczny

• Autorzy: Józef Dziechciarz

Warianty tytułu

Econometric Models with Non Stationary Coefficients

• Języki publikacji: PL

Abstrakty

Opisano trzy modele z parametrami strukturalnymi generowanymi przez niestacjonarny proces stochastyczny. Należą do nich: model T.F. Cooleya i E.C. Prescotta, model ze zbieżnymi parametrami (B. Rosenberga) oraz modele filtrów Kalmana.

EN

Econometric models with coefficients generated in non stationary stochastic process are reviewed. Three construction (Cooley-Prescott model, Convergent parameter model of Rosenberg, and Kalman Folter model) are shown and discussed. Extensive literature list is given. (original abstract)

Słowa kluczowe

PL

Ekonometria; Modele ekonometryczne

EN

Econometrics; Econometric models

• Czasopismo: Prace Naukowe Akademii Ekonomicznej we Wrocławiu
• Rocznik: 1994
• Numer: nr 686 Zastosowania metod ilościowych
• Strony: 87--98

Twórcy

autor

Józef Dziechciarz

Bibliografia

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