Warianty tytułu
The Recursive Method of Estimation of Linear Production Model
Języki publikacji
Abstrakty
Celem pracy jest przedstawienie i uzasadnienie pewnej metody estymacji parametrów otwartego liniowego modelu von Neumanna. Metoda ta opiera się na pewnym odpowiedniku stochastycznym dla modelu teoretycznego, w którym elementom modelu nadaje się charakter probabilistyczny. (fragment tekstu)
The author considers the problem of estimation of the input - output coefficients in an open model of the von Neumann type. Estimated parameters are random, they set up (under some assumptions) the unobservable Gauss matrix stochastic process. Taking the observations as a linear function of the parameters the coefficients are estimated. The recursive linear estimator (REL) suggested in the paper is based on the orthogonal projection operator in unitary space of random variables. The use of multiindex matrices enables a compact presentation of the procedure. A similar estimation method is applied for estimation of the values of model variables (intensities). Also the results obtained by means of REL are compared to the results derived from the multistep least square method. It turns out that under some assumptions both methods produce the same estimates. Finally, elementary technologies are introduced. Mixing them according to proportions, estimated by use of the above mentioned method, leads to the production models of the average level of aggregation. (original abstract)
Twórcy
autor
Bibliografia
- [1] Astrom K. J., Introduction to Stochastic Control Theory, 1970.
- [2] Chow G. C., Analysis and Control of Dynamic Economic Systems, Wiley, New York 1975.
- [3] Deutsch R., Teoria estymacji, PWN, Warszawa 1969.
- [4] Koopmans T. C., Three Essays on the State of Economic Science, McGraw-Hill, New York, 1957.
Typ dokumentu
Bibliografia
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Identyfikator YADDA
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