Identification of Directions of Dependence in Economic Processes. Some Exemplifying Model Solutions

• Autorzy: Elżbieta Szulc
• Języki publikacji: EN

Abstrakty

EN

The problem of directionality in econometric analyses appears wherever the processes defined in the space of arguments different from time are considered. It is difficult to answer the question whether one deals with the unilateral or multilateral process. There are no instruments which could be precise enough to investigate the problem under consideration.(fragment of text)

Słowa kluczowe

EN

Economic process; Dependency analysis; Econometric models

PL

Procesy gospodarcze; Analiza zależności; Modele ekonometryczne

• Czasopismo: Dynamic Econometric Models
• Rocznik: 2002
• Tom: 5
• Strony: 115--124

Twórcy

autor

Elżbieta Szulc

• Nicolaus Copernicus University in Toruń, Poland

Bibliografia

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• Haining, R. P. (1978), Space-Time Processes and Spatial Interaction Models, w: Towards the Dynamic Analysis of Spatial Systems, ed. by N.J.Trift and R.J.Bennett, London.
• Haining, R. P. (1979), Statistical Tests and Process Generators for Random Field Models, Geographer Analysis 11, 45-64.
• Tjøstheim, D. (1978), Statistical Spatial Series Modelling, Advances in Applied Probability 10, 130-154.
• Szulc, E. (1997), Ekonometryczne modelowanie struktury dwuwymiarowych pól losowych, w: Przestrzenno-czasowe modelowanie i prognozowanie zjawisk gospodarczych, pod red. A. Zeliasia, AE, Kraków (Econometric Modelling of the Structure of Two-dimensional Random Fields, in: Spatial-time Modelling and Fore-casting of the Economic Phenomena, ed. by A. Zeliaś, Academy of Economics, Cracow).
• Szulc, E. (1996), Metody analizy pól losowych w modelowaniu ekonometrycznym, praca doktorska, UMK, Toruń, nie publikowana (Methods of Analysis of Random Fields in Econometric Modelling, Ph.D., UMK, Toruń, unpublished.
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• Whittle, P. (1962), Topographic Correlation, Power Law Covariance Functions and Dyffusion, Biometrica 49, 305-314.