Koncepcje modeli ekonometrycznych w przypadku zmian strukturalnych. Podejście aprioryczne

• Autorzy: Jacek Nowak

Warianty tytułu

Econometric Model Conceptions in the Case of Structural Changes. A Priori Approach

• Języki publikacji: PL

Abstrakty

W artykule przedstawiono przegląd koncepcji modeli ekonometrycznych o różnych parametrach. Koncepcje te należą do tzw. podejścia a priori, jednego z dwóch głównych podejść do modelowania ekonometrycznego w przypadku zmian strukturalnych. Szczególną uwagę zwrócono na modele o parametrach stochastycznych i parametrach wyrażonych w funkcji zmiennej czasu. Stwierdzono, że generalnie w przypadku zmian strukturalnych szczególnego rodzaju rozważane koncepcje pozwalają na istotnie lepsze przybliżenie relacji ekonomicznych niż modele "klasyczne".

EN

In the paper a review of conceptions of econometric models with varying parameters is presented. These concepts belong to a so called a priori approach, one of two main approaches to econometric modelling in the case of structural changes. Special attention is paid to the models with stochastic parameters and parameters expressed as a time variable function. It was found that, generally, in the case of structural changes of a special type, the considered conceptions enable significantly better approximation of economic relationships than the "classical" models do. Since many rather strong constraints are imposed, most of these conceptions remain just theories or can be applied in few cases only. The greatest number of applications s connected with so called switching regression and with models whese parameters are the linear function of time variable. Also, the paper contains information about 2 computer programs, which enable the construction of different regression variants with time-trending parameters and experiments on them. (original abstract)

Słowa kluczowe

PL

Modele ekonometryczne; Modelowanie ekonometryczne; Prognozy ekonometryczne

EN

Econometric models; Econometric modeling; Econometric forecasts

• Czasopismo: Przegląd Statystyczny
• Rocznik: 1985
• Tom: 32
• Numer: z. 4
• Strony: 313--325

Twórcy

autor

Jacek Nowak

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