PL EN


Preferencje help
Widoczny [Schowaj] Abstrakt
Liczba wyników
2004 | nr 74 | 299--312
Tytuł artykułu

Similarity Analysis of Growth Cycles

Warianty tytułu
Języki publikacji
EN
Abstrakty
EN
This paper introduces the definition of similarity measure of two functions. This measure is a quantitative characteristic of similarity of functions and it can be helpful in comparison of the sets of qualitative and quantitative data on economic activity. The measure includes two special cases: functions defined on intervals and functions with discrete domains. Similarity measure admits many generalisations, e.g. it can be extended on the space of stochastic processes. This fact allows testing several hypotheses about mutual properties of time series. These measures are then applied to analyse the similarity between the actual dynamics of the aggregate economic activity in Poland and its representation by survey data. (fragment of text)
Rocznik
Numer
Strony
299--312
Opis fizyczny
Twórcy
  • Warsaw School of Economics, Poland
  • Warsaw School of Economics, Poland
Bibliografia
  • Dhrymes P.J., 1971. Distributed Lags. Problems of Estimation and Formulation. San Francisco: Holden-Day Inc.
  • Dickey D.A., Fuller W.A., 1979. Distribution of the Estimators for Autoregressive Time Series with a Unit Root. "Journal of American Statistical Association" 74.
  • Dickey D.A., Fuller W.A., 1981. Likelihood Ratio Statistics for Autoregressive Time Series with Unit Root. "Econometrica" 49.
  • Dorosiewicz S., Michalski T., 1998. Podobieństwo funkcji w badaniach ekonomicznych (metody i przykłady). (Similarity of functions in economic research, methods and examples). "Przegląd Statystyczny" 2.
  • Engle R.F., Granger C.W.J., 1987. Co-integration and Error Correction: Representation, Estimation and Testing. "Econometrica" 55.
  • Gihman I.I., Skorochod A.V., 1979. The Theory of Stochastic Processes. Springer Verlag.
  • Hamilton J.D., 1994. Time Series Analysis. Princeton, N.J.: Princeton University Press.
  • Judge G.G., Griffiths W.E., Carter H.R., Lutkepohl H., Chao Lee T., 1985. The Theory and Practice of Econometrics. John Wiley and Sons.
  • Karatzas I., Schreve S.E., 1991. Brownian Motion and Stochastic Calculus. Springer Verlag.
  • Matkowski Z., 2000. The Use of Survey Data in Economic Barometers for Poland. [in:] K.H. Oppenländer, G. Poser, B. Schips (eds.), The Use of Survey Data for Industry, Research and Economic Policy, Aldershot - Burlington - Singapore -Sydney: Ashgate.
  • Matkowski Z., 2002. General Indicators of Business Activity for Poland Based on Survey Data. [in:] G. Poser, D. Bloesch (eds.), Economic Surveys and Data Analysis, Paris: OECD.
  • Phillips P.C.B., 1987. Time Series Regressions with a Unit Root. "Econometrica" 55.
  • Phillips P.C.B., Perron P., 1988. Testing for a Unit Root in Time Series Regression. "Biometrica" 75.
Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
bwmeta1.element.ekon-element-000171236989

Zgłoszenie zostało wysłane

Zgłoszenie zostało wysłane

Musisz być zalogowany aby pisać komentarze.
JavaScript jest wyłączony w Twojej przeglądarce internetowej. Włącz go, a następnie odśwież stronę, aby móc w pełni z niej korzystać.